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)]
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, bucket_idx: u8) {
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.
574 debug_assert!(bucket_idx < 8);
576 for e in self.buckets.iter_mut() {
577 *e = ((*e as u32) * 2047 / 2048) as u16;
579 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
582 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583 /// datapoints as we receive newer information.
584 fn time_decay_data(&mut self, half_lives: u32) {
585 for e in self.buckets.iter_mut() {
586 *e = e.checked_shr(half_lives).unwrap_or(0);
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
593 struct HistoricalMinMaxBuckets<'a> {
594 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
598 impl HistoricalMinMaxBuckets<'_> {
600 fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
601 // If historical penalties are enabled, calculate the penalty by walking the set of
602 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
603 // each, calculate the probability of success given our payment amount, then total the
604 // weighted average probability of success.
606 // We use a sliding scale to decide which point within a given bucket will be compared to
607 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
608 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
609 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
610 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
611 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
612 // penalties to channels at the edges.
614 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
615 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
616 // for a 1 BTC channel!).
618 // If we used the middle of each bucket we'd never assign any penalty at all when sending
619 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
620 let mut total_valid_points_tracked = 0;
622 // Rather than actually decaying the individual buckets, which would lose precision, we
623 // simply track whether all buckets would be decayed to zero, in which case we treat it as
624 // if we had no data.
625 let mut is_fully_decayed = true;
626 let mut check_track_bucket_contains_undecayed_points =
627 |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
629 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
630 check_track_bucket_contains_undecayed_points(*min_bucket);
631 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
632 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
633 check_track_bucket_contains_undecayed_points(*max_bucket);
636 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
637 // it as if we were fully decayed.
638 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
642 let mut cumulative_success_prob_times_billion = 0;
643 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
644 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
645 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
646 * 1024 * 1024 / total_valid_points_tracked;
647 let min_64th_bucket = min_idx as u8 * 9;
648 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
649 if payment_amt_64th_bucket > max_64th_bucket {
650 // Success probability 0, the payment amount is above the max liquidity
651 } else if payment_amt_64th_bucket <= min_64th_bucket {
652 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
654 cumulative_success_prob_times_billion += bucket_prob_times_million *
655 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
656 ((max_64th_bucket - min_64th_bucket) as u64);
661 Some(cumulative_success_prob_times_billion)
665 /// Accounting for channel liquidity balance uncertainty.
667 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
668 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
669 /// offset fields gives the opposite direction.
670 struct ChannelLiquidity<T: Time> {
671 /// Lower channel liquidity bound in terms of an offset from zero.
672 min_liquidity_offset_msat: u64,
674 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
675 max_liquidity_offset_msat: u64,
677 /// Time when the liquidity bounds were last modified.
680 min_liquidity_offset_history: HistoricalBucketRangeTracker,
681 max_liquidity_offset_history: HistoricalBucketRangeTracker,
684 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
685 /// decayed with a given half life.
686 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
687 min_liquidity_offset_msat: L,
688 max_liquidity_offset_msat: L,
689 min_liquidity_offset_history: BRT,
690 max_liquidity_offset_history: BRT,
694 params: &'a ProbabilisticScoringParameters,
697 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
698 /// Creates a new scorer using the given scoring parameters for sending payments from a node
699 /// through a network graph.
700 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
705 channel_liquidities: HashMap::new(),
710 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
711 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
715 /// Dump the contents of this scorer into the configured logger.
717 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
718 /// which may be a substantial amount of log output.
719 pub fn debug_log_liquidity_stats(&self) {
720 let graph = self.network_graph.read_only();
721 for (scid, liq) in self.channel_liquidities.iter() {
722 if let Some(chan_debug) = graph.channels().get(scid) {
723 let log_direction = |source, target| {
724 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
725 let amt = directed_info.effective_capacity().as_msat();
726 let dir_liq = liq.as_directed(source, target, amt, &self.params);
727 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
728 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
730 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
734 log_direction(&chan_debug.node_one, &chan_debug.node_two);
735 log_direction(&chan_debug.node_two, &chan_debug.node_one);
737 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
742 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
743 /// channel with `scid` towards the given `target` node.
744 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
745 let graph = self.network_graph.read_only();
747 if let Some(chan) = graph.channels().get(&scid) {
748 if let Some(liq) = self.channel_liquidities.get(&scid) {
749 if let Some((directed_info, source)) = chan.as_directed_to(target) {
750 let amt = directed_info.effective_capacity().as_msat();
751 let dir_liq = liq.as_directed(source, target, amt, &self.params);
752 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
759 /// Marks the node with the given `node_id` as banned, i.e.,
760 /// it will be avoided during path finding.
761 pub fn add_banned(&mut self, node_id: &NodeId) {
762 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
765 /// Removes the node with the given `node_id` from the list of nodes to avoid.
766 pub fn remove_banned(&mut self, node_id: &NodeId) {
767 self.params.manual_node_penalties.remove(node_id);
770 /// Sets a manual penalty for the given node.
771 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
772 self.params.manual_node_penalties.insert(*node_id, penalty);
775 /// Removes the node with the given `node_id` from the list of manual penalties.
776 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
777 self.params.manual_node_penalties.remove(node_id);
780 /// Clears the list of manual penalties that are applied during path finding.
781 pub fn clear_manual_penalties(&mut self) {
782 self.params.manual_node_penalties = HashMap::new();
786 impl ProbabilisticScoringParameters {
788 fn zero_penalty() -> Self {
790 base_penalty_msat: 0,
791 base_penalty_amount_multiplier_msat: 0,
792 liquidity_penalty_multiplier_msat: 0,
793 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
794 liquidity_penalty_amount_multiplier_msat: 0,
795 historical_liquidity_penalty_multiplier_msat: 0,
796 historical_liquidity_penalty_amount_multiplier_msat: 0,
797 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
798 manual_node_penalties: HashMap::new(),
799 anti_probing_penalty_msat: 0,
800 considered_impossible_penalty_msat: 0,
804 /// Marks all nodes in the given list as banned, i.e.,
805 /// they will be avoided during path finding.
806 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
808 self.manual_node_penalties.insert(id, u64::max_value());
813 impl Default for ProbabilisticScoringParameters {
814 fn default() -> Self {
816 base_penalty_msat: 500,
817 base_penalty_amount_multiplier_msat: 8192,
818 liquidity_penalty_multiplier_msat: 30_000,
819 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
820 liquidity_penalty_amount_multiplier_msat: 192,
821 historical_liquidity_penalty_multiplier_msat: 10_000,
822 historical_liquidity_penalty_amount_multiplier_msat: 64,
823 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
824 manual_node_penalties: HashMap::new(),
825 anti_probing_penalty_msat: 250,
826 considered_impossible_penalty_msat: 1_0000_0000_000,
831 impl<T: Time> ChannelLiquidity<T> {
835 min_liquidity_offset_msat: 0,
836 max_liquidity_offset_msat: 0,
837 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
838 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
839 last_updated: T::now(),
843 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
846 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
847 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
848 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
850 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
851 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
853 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
854 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
857 DirectedChannelLiquidity {
858 min_liquidity_offset_msat,
859 max_liquidity_offset_msat,
860 min_liquidity_offset_history,
861 max_liquidity_offset_history,
863 last_updated: &self.last_updated,
869 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
871 fn as_directed_mut<'a>(
872 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
873 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
874 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
876 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
877 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
879 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
880 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
883 DirectedChannelLiquidity {
884 min_liquidity_offset_msat,
885 max_liquidity_offset_msat,
886 min_liquidity_offset_history,
887 max_liquidity_offset_history,
889 last_updated: &mut self.last_updated,
896 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
898 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
900 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
901 /// ratio, as X in 1/X.
902 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
904 /// The divisor used when computing the amount penalty.
905 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
906 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
908 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
909 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
911 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
912 let max_liquidity_msat = self.max_liquidity_msat();
913 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
915 let mut res = if amount_msat <= min_liquidity_msat {
917 } else if amount_msat >= max_liquidity_msat {
918 // Equivalent to hitting the else clause below with the amount equal to the effective
919 // capacity and without any certainty on the liquidity upper bound, plus the
920 // impossibility penalty.
921 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
922 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
923 params.liquidity_penalty_multiplier_msat,
924 params.liquidity_penalty_amount_multiplier_msat)
925 .saturating_add(params.considered_impossible_penalty_msat)
927 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
928 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
929 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
930 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
931 // don't bother trying to use the log approximation as it gets too noisy to be
932 // particularly helpful, instead just round down to 0.
935 let negative_log10_times_2048 =
936 approx::negative_log10_times_2048(numerator, denominator);
937 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
938 params.liquidity_penalty_multiplier_msat,
939 params.liquidity_penalty_amount_multiplier_msat)
943 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
944 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
945 let required_decays = self.now.duration_since(*self.last_updated).as_secs()
946 .checked_div(params.historical_no_updates_half_life.as_secs())
947 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
948 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
949 debug_assert!(payment_amt_64th_bucket <= 64);
950 if payment_amt_64th_bucket > 64 { return res; }
952 let buckets = HistoricalMinMaxBuckets {
953 min_liquidity_offset_history: &self.min_liquidity_offset_history,
954 max_liquidity_offset_history: &self.max_liquidity_offset_history,
956 if let Some(cumulative_success_prob_times_billion) = buckets
957 .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
958 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
959 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
960 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
961 params.historical_liquidity_penalty_amount_multiplier_msat));
963 // If we don't have any valid points (or, once decayed, we have less than a full
964 // point), redo the non-historical calculation with no liquidity bounds tracked and
965 // the historical penalty multipliers.
966 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
967 let negative_log10_times_2048 =
968 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
969 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
970 params.historical_liquidity_penalty_multiplier_msat,
971 params.historical_liquidity_penalty_amount_multiplier_msat));
979 /// Computes the liquidity penalty from the penalty multipliers.
981 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
982 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
984 let liquidity_penalty_msat = {
985 // Upper bound the liquidity penalty to ensure some channel is selected.
986 let multiplier_msat = liquidity_penalty_multiplier_msat;
987 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
988 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
990 let amount_penalty_msat = negative_log10_times_2048
991 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
992 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
994 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
997 /// Returns the lower bound of the channel liquidity balance in this direction.
998 fn min_liquidity_msat(&self) -> u64 {
999 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1002 /// Returns the upper bound of the channel liquidity balance in this direction.
1003 fn max_liquidity_msat(&self) -> u64 {
1005 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1009 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1010 self.now.duration_since(*self.last_updated).as_secs()
1011 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1012 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1017 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1018 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1019 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1020 let existing_max_msat = self.max_liquidity_msat();
1021 if amount_msat < existing_max_msat {
1022 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1023 self.set_max_liquidity_msat(amount_msat);
1025 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1026 chan_descr, existing_max_msat, amount_msat);
1030 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1031 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1032 let existing_min_msat = self.min_liquidity_msat();
1033 if amount_msat > existing_min_msat {
1034 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1035 self.set_min_liquidity_msat(amount_msat);
1037 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1038 chan_descr, existing_min_msat, amount_msat);
1042 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1043 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1044 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1045 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1046 self.set_max_liquidity_msat(max_liquidity_msat);
1049 fn update_history_buckets(&mut self) {
1050 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1051 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1052 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1053 self.min_liquidity_offset_history.time_decay_data(half_lives);
1054 self.max_liquidity_offset_history.time_decay_data(half_lives);
1056 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1057 self.min_liquidity_offset_history.track_datapoint(
1058 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1059 // is zero or the channel's capacity, though the second should generally never happen.
1060 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1061 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1062 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1063 self.max_liquidity_offset_history.track_datapoint(
1064 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1065 // is zero or the channel's capacity, though the second should generally never happen.
1066 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1067 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1070 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1071 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1072 *self.min_liquidity_offset_msat = amount_msat;
1073 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1076 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1078 self.update_history_buckets();
1079 *self.last_updated = self.now;
1082 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1083 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1084 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1085 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1088 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1090 self.update_history_buckets();
1091 *self.last_updated = self.now;
1095 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1096 fn channel_penalty_msat(
1097 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1099 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1103 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1104 self.params.base_penalty_amount_multiplier_msat
1105 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1107 let mut anti_probing_penalty_msat = 0;
1108 match usage.effective_capacity {
1109 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1110 if usage.amount_msat > liquidity_msat {
1111 return u64::max_value();
1113 return base_penalty_msat;
1116 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1117 if htlc_maximum_msat >= capacity_msat/2 {
1118 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1124 let amount_msat = usage.amount_msat;
1125 let capacity_msat = usage.effective_capacity.as_msat()
1126 .saturating_sub(usage.inflight_htlc_msat);
1127 self.channel_liquidities
1128 .get(&short_channel_id)
1129 .unwrap_or(&ChannelLiquidity::new())
1130 .as_directed(source, target, capacity_msat, &self.params)
1131 .penalty_msat(amount_msat, &self.params)
1132 .saturating_add(anti_probing_penalty_msat)
1133 .saturating_add(base_penalty_msat)
1136 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1137 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1138 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1139 let network_graph = self.network_graph.read_only();
1140 for (hop_idx, hop) in path.iter().enumerate() {
1141 let target = NodeId::from_pubkey(&hop.pubkey);
1142 let channel_directed_from_source = network_graph.channels()
1143 .get(&hop.short_channel_id)
1144 .and_then(|channel| channel.as_directed_to(&target));
1146 let at_failed_channel = hop.short_channel_id == short_channel_id;
1147 if at_failed_channel && hop_idx == 0 {
1148 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);
1151 // Only score announced channels.
1152 if let Some((channel, source)) = channel_directed_from_source {
1153 let capacity_msat = channel.effective_capacity().as_msat();
1154 if at_failed_channel {
1155 self.channel_liquidities
1156 .entry(hop.short_channel_id)
1157 .or_insert_with(ChannelLiquidity::new)
1158 .as_directed_mut(source, &target, capacity_msat, &self.params)
1159 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1161 self.channel_liquidities
1162 .entry(hop.short_channel_id)
1163 .or_insert_with(ChannelLiquidity::new)
1164 .as_directed_mut(source, &target, capacity_msat, &self.params)
1165 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1168 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).",
1169 hop.short_channel_id);
1171 if at_failed_channel { break; }
1175 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1176 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1177 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1178 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1179 let network_graph = self.network_graph.read_only();
1181 let target = NodeId::from_pubkey(&hop.pubkey);
1182 let channel_directed_from_source = network_graph.channels()
1183 .get(&hop.short_channel_id)
1184 .and_then(|channel| channel.as_directed_to(&target));
1186 // Only score announced channels.
1187 if let Some((channel, source)) = channel_directed_from_source {
1188 let capacity_msat = channel.effective_capacity().as_msat();
1189 self.channel_liquidities
1190 .entry(hop.short_channel_id)
1191 .or_insert_with(ChannelLiquidity::new)
1192 .as_directed_mut(source, &target, capacity_msat, &self.params)
1193 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1195 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).",
1196 hop.short_channel_id);
1201 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1202 self.payment_path_failed(path, short_channel_id)
1205 fn probe_successful(&mut self, path: &[&RouteHop]) {
1206 self.payment_path_failed(path, u64::max_value())
1211 const BITS: u32 = 64;
1212 const HIGHEST_BIT: u32 = BITS - 1;
1213 const LOWER_BITS: u32 = 6;
1214 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1215 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1217 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1218 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1219 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1220 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1221 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1222 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1223 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1224 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1225 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1226 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1227 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1228 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1229 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1230 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1231 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1232 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1233 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1234 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1235 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1236 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1237 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1238 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1239 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1240 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1241 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1242 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1243 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1244 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1245 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1246 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1247 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1248 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1249 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1250 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1251 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1252 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1253 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1254 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1255 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1256 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1257 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1258 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1259 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1260 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1261 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1262 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1263 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1264 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1265 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1266 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1267 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1268 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1269 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1270 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1271 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1272 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1273 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1274 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1275 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1276 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1277 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1278 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1279 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1280 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1281 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1282 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1283 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1284 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1285 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1286 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1287 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1288 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1289 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1290 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1291 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1292 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1293 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1294 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1295 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1296 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1297 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1298 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1299 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1300 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1301 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1302 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1303 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1304 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1305 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1306 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1307 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1308 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1309 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1310 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1311 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1312 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1313 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1314 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1315 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1316 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1317 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1318 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1319 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1320 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1321 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1322 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1323 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1324 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1325 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1326 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1327 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1328 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1329 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1330 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1331 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1332 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1333 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1334 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1335 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1336 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1337 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1338 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1339 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1340 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1341 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1342 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1343 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1344 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1345 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1346 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1347 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1348 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1349 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1350 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1351 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1352 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1353 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1354 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1355 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1356 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1357 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1358 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1359 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1360 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1361 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1362 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1363 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1364 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1365 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1366 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1367 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1368 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1369 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1370 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1371 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1372 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1373 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1374 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1375 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1376 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1377 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1378 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1379 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1380 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1381 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1382 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1383 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1384 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1385 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1386 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1387 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1388 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1389 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1390 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1391 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1392 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1393 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1394 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1395 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1396 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1397 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1398 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1399 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1400 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1401 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1402 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1403 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1404 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1405 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1406 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1407 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1408 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1409 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1410 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1411 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1412 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1413 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1414 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1415 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1416 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1417 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1418 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1419 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1420 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1421 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1422 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1423 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1424 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1425 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1426 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1427 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1428 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1429 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1430 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1431 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1432 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1433 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1434 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1435 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1436 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1437 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1438 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1439 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1440 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1441 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1442 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1443 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1444 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1445 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1446 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1447 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1448 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1449 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1450 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1451 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1452 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1453 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1454 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1455 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1456 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1457 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1458 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1459 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1460 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1461 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1462 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1463 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1464 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1465 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1466 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1467 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1468 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1469 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1470 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1471 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1472 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1473 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1474 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1475 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1478 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1480 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1481 // Multiply the -1 through to avoid needing to use signed numbers.
1482 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1486 fn log10_times_2048(x: u64) -> u16 {
1487 debug_assert_ne!(x, 0);
1488 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1489 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1490 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1498 fn prints_negative_log10_times_2048_lookup_table() {
1499 for msb in 0..BITS {
1500 for i in 0..LOWER_BITS_BOUND {
1501 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1502 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1503 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1505 if i % LOWER_BITS_BOUND == 0 {
1506 print!("\t\t[{}, ", log10_times_2048);
1507 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1508 println!("{}],", log10_times_2048);
1509 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1510 print!("{},\n\t\t\t", log10_times_2048);
1512 print!("{}, ", log10_times_2048);
1520 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1522 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1523 write_tlv_fields!(w, {
1524 (0, self.channel_liquidities, required),
1530 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1531 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1534 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1535 ) -> Result<Self, DecodeError> {
1536 let (params, network_graph, logger) = args;
1537 let mut channel_liquidities = HashMap::new();
1538 read_tlv_fields!(r, {
1539 (0, channel_liquidities, required),
1545 channel_liquidities,
1550 impl<T: Time> Writeable for ChannelLiquidity<T> {
1552 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1553 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1554 write_tlv_fields!(w, {
1555 (0, self.min_liquidity_offset_msat, required),
1556 (1, Some(self.min_liquidity_offset_history), option),
1557 (2, self.max_liquidity_offset_msat, required),
1558 (3, Some(self.max_liquidity_offset_history), option),
1559 (4, duration_since_epoch, required),
1565 impl<T: Time> Readable for ChannelLiquidity<T> {
1567 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1568 let mut min_liquidity_offset_msat = 0;
1569 let mut max_liquidity_offset_msat = 0;
1570 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1571 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1572 let mut duration_since_epoch = Duration::from_secs(0);
1573 read_tlv_fields!(r, {
1574 (0, min_liquidity_offset_msat, required),
1575 (1, min_liquidity_offset_history, option),
1576 (2, max_liquidity_offset_msat, required),
1577 (3, max_liquidity_offset_history, option),
1578 (4, duration_since_epoch, required),
1580 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1581 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1582 // is a time from a monotonic clock usually represented as an offset against boot time).
1583 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1584 // from the one that was written. However, because `Instant` can panic if we construct one
1585 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1586 // using `Instant::now()` in that case.
1587 let wall_clock_now = T::duration_since_epoch();
1589 let last_updated = if wall_clock_now > duration_since_epoch {
1590 now - (wall_clock_now - duration_since_epoch)
1593 min_liquidity_offset_msat,
1594 max_liquidity_offset_msat,
1595 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1596 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1604 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1605 use crate::util::config::UserConfig;
1606 use crate::util::time::Time;
1607 use crate::util::time::tests::SinceEpoch;
1609 use crate::ln::channelmanager;
1610 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1611 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1612 use crate::routing::router::RouteHop;
1613 use crate::routing::scoring::{ChannelUsage, Score};
1614 use crate::util::ser::{ReadableArgs, Writeable};
1615 use crate::util::test_utils::TestLogger;
1617 use bitcoin::blockdata::constants::genesis_block;
1618 use bitcoin::hashes::Hash;
1619 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1620 use bitcoin::network::constants::Network;
1621 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1622 use core::time::Duration;
1625 fn source_privkey() -> SecretKey {
1626 SecretKey::from_slice(&[42; 32]).unwrap()
1629 fn target_privkey() -> SecretKey {
1630 SecretKey::from_slice(&[43; 32]).unwrap()
1633 fn source_pubkey() -> PublicKey {
1634 let secp_ctx = Secp256k1::new();
1635 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1638 fn target_pubkey() -> PublicKey {
1639 let secp_ctx = Secp256k1::new();
1640 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1643 fn source_node_id() -> NodeId {
1644 NodeId::from_pubkey(&source_pubkey())
1647 fn target_node_id() -> NodeId {
1648 NodeId::from_pubkey(&target_pubkey())
1651 // `ProbabilisticScorer` tests
1653 /// A probabilistic scorer for testing with time that can be manually advanced.
1654 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1656 fn sender_privkey() -> SecretKey {
1657 SecretKey::from_slice(&[41; 32]).unwrap()
1660 fn recipient_privkey() -> SecretKey {
1661 SecretKey::from_slice(&[45; 32]).unwrap()
1664 fn sender_pubkey() -> PublicKey {
1665 let secp_ctx = Secp256k1::new();
1666 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1669 fn recipient_pubkey() -> PublicKey {
1670 let secp_ctx = Secp256k1::new();
1671 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1674 fn sender_node_id() -> NodeId {
1675 NodeId::from_pubkey(&sender_pubkey())
1678 fn recipient_node_id() -> NodeId {
1679 NodeId::from_pubkey(&recipient_pubkey())
1682 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1683 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1684 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1685 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1686 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1692 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1693 node_2_key: SecretKey
1695 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1696 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1697 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1698 let secp_ctx = Secp256k1::new();
1699 let unsigned_announcement = UnsignedChannelAnnouncement {
1700 features: channelmanager::provided_channel_features(&UserConfig::default()),
1701 chain_hash: genesis_hash,
1703 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1704 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1705 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1706 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1707 excess_data: Vec::new(),
1709 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1710 let signed_announcement = ChannelAnnouncement {
1711 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1712 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1713 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1714 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1715 contents: unsigned_announcement,
1717 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1718 network_graph.update_channel_from_announcement(
1719 &signed_announcement, &chain_source).unwrap();
1720 update_channel(network_graph, short_channel_id, node_1_key, 0);
1721 update_channel(network_graph, short_channel_id, node_2_key, 1);
1725 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1728 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1729 let secp_ctx = Secp256k1::new();
1730 let unsigned_update = UnsignedChannelUpdate {
1731 chain_hash: genesis_hash,
1735 cltv_expiry_delta: 18,
1736 htlc_minimum_msat: 0,
1737 htlc_maximum_msat: 1_000,
1739 fee_proportional_millionths: 0,
1740 excess_data: Vec::new(),
1742 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1743 let signed_update = ChannelUpdate {
1744 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1745 contents: unsigned_update,
1747 network_graph.update_channel(&signed_update).unwrap();
1750 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1751 let config = UserConfig::default();
1754 node_features: channelmanager::provided_node_features(&config),
1756 channel_features: channelmanager::provided_channel_features(&config),
1758 cltv_expiry_delta: 18,
1762 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1764 path_hop(source_pubkey(), 41, 1),
1765 path_hop(target_pubkey(), 42, 2),
1766 path_hop(recipient_pubkey(), 43, amount_msat),
1771 fn liquidity_bounds_directed_from_lowest_node_id() {
1772 let logger = TestLogger::new();
1773 let last_updated = SinceEpoch::now();
1774 let network_graph = network_graph(&logger);
1775 let params = ProbabilisticScoringParameters::default();
1776 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1779 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1780 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1781 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1785 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1786 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1787 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1789 let source = source_node_id();
1790 let target = target_node_id();
1791 let recipient = recipient_node_id();
1792 assert!(source > target);
1793 assert!(target < recipient);
1795 // Update minimum liquidity.
1797 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1798 .as_directed(&source, &target, 1_000, &scorer.params);
1799 assert_eq!(liquidity.min_liquidity_msat(), 100);
1800 assert_eq!(liquidity.max_liquidity_msat(), 300);
1802 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1803 .as_directed(&target, &source, 1_000, &scorer.params);
1804 assert_eq!(liquidity.min_liquidity_msat(), 700);
1805 assert_eq!(liquidity.max_liquidity_msat(), 900);
1807 scorer.channel_liquidities.get_mut(&42).unwrap()
1808 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1809 .set_min_liquidity_msat(200);
1811 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1812 .as_directed(&source, &target, 1_000, &scorer.params);
1813 assert_eq!(liquidity.min_liquidity_msat(), 200);
1814 assert_eq!(liquidity.max_liquidity_msat(), 300);
1816 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1817 .as_directed(&target, &source, 1_000, &scorer.params);
1818 assert_eq!(liquidity.min_liquidity_msat(), 700);
1819 assert_eq!(liquidity.max_liquidity_msat(), 800);
1821 // Update maximum liquidity.
1823 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1824 .as_directed(&target, &recipient, 1_000, &scorer.params);
1825 assert_eq!(liquidity.min_liquidity_msat(), 700);
1826 assert_eq!(liquidity.max_liquidity_msat(), 900);
1828 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1829 .as_directed(&recipient, &target, 1_000, &scorer.params);
1830 assert_eq!(liquidity.min_liquidity_msat(), 100);
1831 assert_eq!(liquidity.max_liquidity_msat(), 300);
1833 scorer.channel_liquidities.get_mut(&43).unwrap()
1834 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1835 .set_max_liquidity_msat(200);
1837 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1838 .as_directed(&target, &recipient, 1_000, &scorer.params);
1839 assert_eq!(liquidity.min_liquidity_msat(), 0);
1840 assert_eq!(liquidity.max_liquidity_msat(), 200);
1842 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1843 .as_directed(&recipient, &target, 1_000, &scorer.params);
1844 assert_eq!(liquidity.min_liquidity_msat(), 800);
1845 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1849 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1850 let logger = TestLogger::new();
1851 let last_updated = SinceEpoch::now();
1852 let network_graph = network_graph(&logger);
1853 let params = ProbabilisticScoringParameters::default();
1854 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1857 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1858 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1859 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1861 let source = source_node_id();
1862 let target = target_node_id();
1863 assert!(source > target);
1865 // Check initial bounds.
1866 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1867 .as_directed(&source, &target, 1_000, &scorer.params);
1868 assert_eq!(liquidity.min_liquidity_msat(), 400);
1869 assert_eq!(liquidity.max_liquidity_msat(), 800);
1871 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1872 .as_directed(&target, &source, 1_000, &scorer.params);
1873 assert_eq!(liquidity.min_liquidity_msat(), 200);
1874 assert_eq!(liquidity.max_liquidity_msat(), 600);
1876 // Reset from source to target.
1877 scorer.channel_liquidities.get_mut(&42).unwrap()
1878 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1879 .set_min_liquidity_msat(900);
1881 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1882 .as_directed(&source, &target, 1_000, &scorer.params);
1883 assert_eq!(liquidity.min_liquidity_msat(), 900);
1884 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1886 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1887 .as_directed(&target, &source, 1_000, &scorer.params);
1888 assert_eq!(liquidity.min_liquidity_msat(), 0);
1889 assert_eq!(liquidity.max_liquidity_msat(), 100);
1891 // Reset from target to source.
1892 scorer.channel_liquidities.get_mut(&42).unwrap()
1893 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1894 .set_min_liquidity_msat(400);
1896 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1897 .as_directed(&source, &target, 1_000, &scorer.params);
1898 assert_eq!(liquidity.min_liquidity_msat(), 0);
1899 assert_eq!(liquidity.max_liquidity_msat(), 600);
1901 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1902 .as_directed(&target, &source, 1_000, &scorer.params);
1903 assert_eq!(liquidity.min_liquidity_msat(), 400);
1904 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1908 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1909 let logger = TestLogger::new();
1910 let last_updated = SinceEpoch::now();
1911 let network_graph = network_graph(&logger);
1912 let params = ProbabilisticScoringParameters::default();
1913 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1916 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1917 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1918 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1920 let source = source_node_id();
1921 let target = target_node_id();
1922 assert!(source > target);
1924 // Check initial bounds.
1925 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1926 .as_directed(&source, &target, 1_000, &scorer.params);
1927 assert_eq!(liquidity.min_liquidity_msat(), 400);
1928 assert_eq!(liquidity.max_liquidity_msat(), 800);
1930 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1931 .as_directed(&target, &source, 1_000, &scorer.params);
1932 assert_eq!(liquidity.min_liquidity_msat(), 200);
1933 assert_eq!(liquidity.max_liquidity_msat(), 600);
1935 // Reset from source to target.
1936 scorer.channel_liquidities.get_mut(&42).unwrap()
1937 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1938 .set_max_liquidity_msat(300);
1940 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1941 .as_directed(&source, &target, 1_000, &scorer.params);
1942 assert_eq!(liquidity.min_liquidity_msat(), 0);
1943 assert_eq!(liquidity.max_liquidity_msat(), 300);
1945 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1946 .as_directed(&target, &source, 1_000, &scorer.params);
1947 assert_eq!(liquidity.min_liquidity_msat(), 700);
1948 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1950 // Reset from target to source.
1951 scorer.channel_liquidities.get_mut(&42).unwrap()
1952 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1953 .set_max_liquidity_msat(600);
1955 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1956 .as_directed(&source, &target, 1_000, &scorer.params);
1957 assert_eq!(liquidity.min_liquidity_msat(), 400);
1958 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1960 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1961 .as_directed(&target, &source, 1_000, &scorer.params);
1962 assert_eq!(liquidity.min_liquidity_msat(), 0);
1963 assert_eq!(liquidity.max_liquidity_msat(), 600);
1967 fn increased_penalty_nearing_liquidity_upper_bound() {
1968 let logger = TestLogger::new();
1969 let network_graph = network_graph(&logger);
1970 let params = ProbabilisticScoringParameters {
1971 liquidity_penalty_multiplier_msat: 1_000,
1972 ..ProbabilisticScoringParameters::zero_penalty()
1974 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
1975 let source = source_node_id();
1976 let target = target_node_id();
1978 let usage = ChannelUsage {
1980 inflight_htlc_msat: 0,
1981 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
1983 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1984 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
1985 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1986 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
1987 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
1988 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
1989 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
1991 let usage = ChannelUsage {
1993 inflight_htlc_msat: 0,
1994 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
1996 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
1997 let usage = ChannelUsage { amount_msat: 256, ..usage };
1998 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
1999 let usage = ChannelUsage { amount_msat: 374, ..usage };
2000 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2001 let usage = ChannelUsage { amount_msat: 512, ..usage };
2002 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2003 let usage = ChannelUsage { amount_msat: 640, ..usage };
2004 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2005 let usage = ChannelUsage { amount_msat: 768, ..usage };
2006 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2007 let usage = ChannelUsage { amount_msat: 896, ..usage };
2008 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2012 fn constant_penalty_outside_liquidity_bounds() {
2013 let logger = TestLogger::new();
2014 let last_updated = SinceEpoch::now();
2015 let network_graph = network_graph(&logger);
2016 let params = ProbabilisticScoringParameters {
2017 liquidity_penalty_multiplier_msat: 1_000,
2018 considered_impossible_penalty_msat: u64::max_value(),
2019 ..ProbabilisticScoringParameters::zero_penalty()
2021 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2024 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2025 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2026 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2028 let source = source_node_id();
2029 let target = target_node_id();
2031 let usage = ChannelUsage {
2033 inflight_htlc_msat: 0,
2034 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2036 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2037 let usage = ChannelUsage { amount_msat: 50, ..usage };
2038 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2039 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2040 let usage = ChannelUsage { amount_msat: 61, ..usage };
2041 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2045 fn does_not_further_penalize_own_channel() {
2046 let logger = TestLogger::new();
2047 let network_graph = network_graph(&logger);
2048 let params = ProbabilisticScoringParameters {
2049 liquidity_penalty_multiplier_msat: 1_000,
2050 ..ProbabilisticScoringParameters::zero_penalty()
2052 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2053 let sender = sender_node_id();
2054 let source = source_node_id();
2055 let usage = ChannelUsage {
2057 inflight_htlc_msat: 0,
2058 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2060 let failed_path = payment_path_for_amount(500);
2061 let successful_path = payment_path_for_amount(200);
2063 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2065 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2066 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2068 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2069 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2073 fn sets_liquidity_lower_bound_on_downstream_failure() {
2074 let logger = TestLogger::new();
2075 let network_graph = network_graph(&logger);
2076 let params = ProbabilisticScoringParameters {
2077 liquidity_penalty_multiplier_msat: 1_000,
2078 ..ProbabilisticScoringParameters::zero_penalty()
2080 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2081 let source = source_node_id();
2082 let target = target_node_id();
2083 let path = payment_path_for_amount(500);
2085 let usage = ChannelUsage {
2087 inflight_htlc_msat: 0,
2088 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2090 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2091 let usage = ChannelUsage { amount_msat: 500, ..usage };
2092 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2093 let usage = ChannelUsage { amount_msat: 750, ..usage };
2094 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2096 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2098 let usage = ChannelUsage { amount_msat: 250, ..usage };
2099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2100 let usage = ChannelUsage { amount_msat: 500, ..usage };
2101 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2102 let usage = ChannelUsage { amount_msat: 750, ..usage };
2103 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2107 fn sets_liquidity_upper_bound_on_failure() {
2108 let logger = TestLogger::new();
2109 let network_graph = network_graph(&logger);
2110 let params = ProbabilisticScoringParameters {
2111 liquidity_penalty_multiplier_msat: 1_000,
2112 considered_impossible_penalty_msat: u64::max_value(),
2113 ..ProbabilisticScoringParameters::zero_penalty()
2115 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2116 let source = source_node_id();
2117 let target = target_node_id();
2118 let path = payment_path_for_amount(500);
2120 let usage = ChannelUsage {
2122 inflight_htlc_msat: 0,
2123 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2125 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2126 let usage = ChannelUsage { amount_msat: 500, ..usage };
2127 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2128 let usage = ChannelUsage { amount_msat: 750, ..usage };
2129 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2131 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2133 let usage = ChannelUsage { amount_msat: 250, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2135 let usage = ChannelUsage { amount_msat: 500, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2137 let usage = ChannelUsage { amount_msat: 750, ..usage };
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2142 fn ignores_channels_after_removed_failed_channel() {
2143 // Previously, if we'd tried to send over a channel which was removed from the network
2144 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2145 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2146 // channels in the route, even ones which they payment never reached. This tests to ensure
2147 // we do not score such channels.
2148 let secp_ctx = Secp256k1::new();
2149 let logger = TestLogger::new();
2150 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2151 let mut network_graph = NetworkGraph::new(genesis_hash, &logger);
2152 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2153 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2154 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2155 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2156 add_channel(&mut network_graph, 42, secret_a, secret_b);
2157 // Don't add the channel from B -> C.
2158 add_channel(&mut network_graph, 44, secret_c, secret_d);
2160 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2161 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2162 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2163 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2166 path_hop(pub_b, 42, 1),
2167 path_hop(pub_c, 43, 2),
2168 path_hop(pub_d, 44, 100),
2171 let node_a = NodeId::from_pubkey(&pub_a);
2172 let node_b = NodeId::from_pubkey(&pub_b);
2173 let node_c = NodeId::from_pubkey(&pub_c);
2174 let node_d = NodeId::from_pubkey(&pub_d);
2176 let params = ProbabilisticScoringParameters {
2177 liquidity_penalty_multiplier_msat: 1_000,
2178 ..ProbabilisticScoringParameters::zero_penalty()
2180 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
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, &node_a, &node_b, usage), 128);
2188 // Note that a default liquidity bound is used for B -> C as no channel exists
2189 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2190 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2192 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2194 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
2195 // Note that a default liquidity bound is used for B -> C as no channel exists
2196 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2197 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2201 fn reduces_liquidity_upper_bound_along_path_on_success() {
2202 let logger = TestLogger::new();
2203 let network_graph = network_graph(&logger);
2204 let params = ProbabilisticScoringParameters {
2205 liquidity_penalty_multiplier_msat: 1_000,
2206 ..ProbabilisticScoringParameters::zero_penalty()
2208 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2209 let sender = sender_node_id();
2210 let source = source_node_id();
2211 let target = target_node_id();
2212 let recipient = recipient_node_id();
2213 let usage = ChannelUsage {
2215 inflight_htlc_msat: 0,
2216 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2218 let path = payment_path_for_amount(500);
2220 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2221 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2222 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2224 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2226 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2227 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2228 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2232 fn decays_liquidity_bounds_over_time() {
2233 let logger = TestLogger::new();
2234 let network_graph = network_graph(&logger);
2235 let params = ProbabilisticScoringParameters {
2236 liquidity_penalty_multiplier_msat: 1_000,
2237 liquidity_offset_half_life: Duration::from_secs(10),
2238 considered_impossible_penalty_msat: u64::max_value(),
2239 ..ProbabilisticScoringParameters::zero_penalty()
2241 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2242 let source = source_node_id();
2243 let target = target_node_id();
2245 let usage = ChannelUsage {
2247 inflight_htlc_msat: 0,
2248 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2251 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2252 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2254 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2255 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2257 let usage = ChannelUsage { amount_msat: 128, ..usage };
2258 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2259 let usage = ChannelUsage { amount_msat: 256, ..usage };
2260 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2261 let usage = ChannelUsage { amount_msat: 768, ..usage };
2262 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2263 let usage = ChannelUsage { amount_msat: 896, ..usage };
2264 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2266 SinceEpoch::advance(Duration::from_secs(9));
2267 let usage = ChannelUsage { amount_msat: 128, ..usage };
2268 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2269 let usage = ChannelUsage { amount_msat: 256, ..usage };
2270 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2271 let usage = ChannelUsage { amount_msat: 768, ..usage };
2272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2273 let usage = ChannelUsage { amount_msat: 896, ..usage };
2274 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2276 SinceEpoch::advance(Duration::from_secs(1));
2277 let usage = ChannelUsage { amount_msat: 64, ..usage };
2278 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2279 let usage = ChannelUsage { amount_msat: 128, ..usage };
2280 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2281 let usage = ChannelUsage { amount_msat: 896, ..usage };
2282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2283 let usage = ChannelUsage { amount_msat: 960, ..usage };
2284 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2286 // Fully decay liquidity lower bound.
2287 SinceEpoch::advance(Duration::from_secs(10 * 7));
2288 let usage = ChannelUsage { amount_msat: 0, ..usage };
2289 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2290 let usage = ChannelUsage { amount_msat: 1, ..usage };
2291 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2292 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2293 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2294 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2295 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2297 // Fully decay liquidity upper bound.
2298 SinceEpoch::advance(Duration::from_secs(10));
2299 let usage = ChannelUsage { amount_msat: 0, ..usage };
2300 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2301 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2302 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2304 SinceEpoch::advance(Duration::from_secs(10));
2305 let usage = ChannelUsage { amount_msat: 0, ..usage };
2306 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2307 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2308 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2312 fn decays_liquidity_bounds_without_shift_overflow() {
2313 let logger = TestLogger::new();
2314 let network_graph = network_graph(&logger);
2315 let params = ProbabilisticScoringParameters {
2316 liquidity_penalty_multiplier_msat: 1_000,
2317 liquidity_offset_half_life: Duration::from_secs(10),
2318 ..ProbabilisticScoringParameters::zero_penalty()
2320 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2321 let source = source_node_id();
2322 let target = target_node_id();
2323 let usage = ChannelUsage {
2325 inflight_htlc_msat: 0,
2326 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2328 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2330 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2331 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2333 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2334 // would cause an overflow.
2335 SinceEpoch::advance(Duration::from_secs(10 * 64));
2336 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2338 SinceEpoch::advance(Duration::from_secs(10));
2339 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2343 fn restricts_liquidity_bounds_after_decay() {
2344 let logger = TestLogger::new();
2345 let network_graph = network_graph(&logger);
2346 let params = ProbabilisticScoringParameters {
2347 liquidity_penalty_multiplier_msat: 1_000,
2348 liquidity_offset_half_life: Duration::from_secs(10),
2349 ..ProbabilisticScoringParameters::zero_penalty()
2351 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2352 let source = source_node_id();
2353 let target = target_node_id();
2354 let usage = ChannelUsage {
2356 inflight_htlc_msat: 0,
2357 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2360 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2362 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2363 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2364 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2365 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2367 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2368 SinceEpoch::advance(Duration::from_secs(10));
2369 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2371 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2372 // is closer to the upper bound, meaning a higher penalty.
2373 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2374 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2376 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2377 // is closer to the lower bound, meaning a lower penalty.
2378 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2379 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2381 // Further decaying affects the lower bound more than the upper bound (128, 928).
2382 SinceEpoch::advance(Duration::from_secs(10));
2383 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2387 fn restores_persisted_liquidity_bounds() {
2388 let logger = TestLogger::new();
2389 let network_graph = network_graph(&logger);
2390 let params = ProbabilisticScoringParameters {
2391 liquidity_penalty_multiplier_msat: 1_000,
2392 liquidity_offset_half_life: Duration::from_secs(10),
2393 considered_impossible_penalty_msat: u64::max_value(),
2394 ..ProbabilisticScoringParameters::zero_penalty()
2396 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2397 let source = source_node_id();
2398 let target = target_node_id();
2399 let usage = ChannelUsage {
2401 inflight_htlc_msat: 0,
2402 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2405 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2406 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2408 SinceEpoch::advance(Duration::from_secs(10));
2409 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2411 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2412 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2414 let mut serialized_scorer = Vec::new();
2415 scorer.write(&mut serialized_scorer).unwrap();
2417 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2418 let deserialized_scorer =
2419 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2420 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2424 fn decays_persisted_liquidity_bounds() {
2425 let logger = TestLogger::new();
2426 let network_graph = network_graph(&logger);
2427 let params = ProbabilisticScoringParameters {
2428 liquidity_penalty_multiplier_msat: 1_000,
2429 liquidity_offset_half_life: Duration::from_secs(10),
2430 considered_impossible_penalty_msat: u64::max_value(),
2431 ..ProbabilisticScoringParameters::zero_penalty()
2433 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2434 let source = source_node_id();
2435 let target = target_node_id();
2436 let usage = ChannelUsage {
2438 inflight_htlc_msat: 0,
2439 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2442 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2443 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2445 let mut serialized_scorer = Vec::new();
2446 scorer.write(&mut serialized_scorer).unwrap();
2448 SinceEpoch::advance(Duration::from_secs(10));
2450 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2451 let deserialized_scorer =
2452 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2453 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2455 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2458 SinceEpoch::advance(Duration::from_secs(10));
2459 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2463 fn scores_realistic_payments() {
2464 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2465 // 50k sat reserve).
2466 let logger = TestLogger::new();
2467 let network_graph = network_graph(&logger);
2468 let params = ProbabilisticScoringParameters::default();
2469 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2470 let source = source_node_id();
2471 let target = target_node_id();
2473 let usage = ChannelUsage {
2474 amount_msat: 100_000_000,
2475 inflight_htlc_msat: 0,
2476 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2478 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2479 let usage = ChannelUsage {
2480 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2482 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2483 let usage = ChannelUsage {
2484 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2487 let usage = ChannelUsage {
2488 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2490 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2491 let usage = ChannelUsage {
2492 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2495 let usage = ChannelUsage {
2496 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2499 let usage = ChannelUsage {
2500 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2502 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2503 let usage = ChannelUsage {
2504 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2506 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2507 let usage = ChannelUsage {
2508 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2510 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2511 let usage = ChannelUsage {
2512 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2514 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2515 let usage = ChannelUsage {
2516 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2522 fn adds_base_penalty_to_liquidity_penalty() {
2523 let logger = TestLogger::new();
2524 let network_graph = network_graph(&logger);
2525 let source = source_node_id();
2526 let target = target_node_id();
2527 let usage = ChannelUsage {
2529 inflight_htlc_msat: 0,
2530 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2533 let params = ProbabilisticScoringParameters {
2534 liquidity_penalty_multiplier_msat: 1_000,
2535 ..ProbabilisticScoringParameters::zero_penalty()
2537 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2538 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2540 let params = ProbabilisticScoringParameters {
2541 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2542 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2544 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2545 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2547 let params = ProbabilisticScoringParameters {
2548 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2549 base_penalty_amount_multiplier_msat: (1 << 30),
2550 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2553 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2554 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2558 fn adds_amount_penalty_to_liquidity_penalty() {
2559 let logger = TestLogger::new();
2560 let network_graph = network_graph(&logger);
2561 let source = source_node_id();
2562 let target = target_node_id();
2563 let usage = ChannelUsage {
2564 amount_msat: 512_000,
2565 inflight_htlc_msat: 0,
2566 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2569 let params = ProbabilisticScoringParameters {
2570 liquidity_penalty_multiplier_msat: 1_000,
2571 liquidity_penalty_amount_multiplier_msat: 0,
2572 ..ProbabilisticScoringParameters::zero_penalty()
2574 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2575 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2577 let params = ProbabilisticScoringParameters {
2578 liquidity_penalty_multiplier_msat: 1_000,
2579 liquidity_penalty_amount_multiplier_msat: 256,
2580 ..ProbabilisticScoringParameters::zero_penalty()
2582 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2587 fn calculates_log10_without_overflowing_u64_max_value() {
2588 let logger = TestLogger::new();
2589 let network_graph = network_graph(&logger);
2590 let source = source_node_id();
2591 let target = target_node_id();
2592 let usage = ChannelUsage {
2593 amount_msat: u64::max_value(),
2594 inflight_htlc_msat: 0,
2595 effective_capacity: EffectiveCapacity::Infinite,
2598 let params = ProbabilisticScoringParameters {
2599 liquidity_penalty_multiplier_msat: 40_000,
2600 ..ProbabilisticScoringParameters::zero_penalty()
2602 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2603 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2607 fn accounts_for_inflight_htlc_usage() {
2608 let logger = TestLogger::new();
2609 let network_graph = network_graph(&logger);
2610 let params = ProbabilisticScoringParameters {
2611 considered_impossible_penalty_msat: u64::max_value(),
2612 ..ProbabilisticScoringParameters::zero_penalty()
2614 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2615 let source = source_node_id();
2616 let target = target_node_id();
2618 let usage = ChannelUsage {
2620 inflight_htlc_msat: 0,
2621 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2623 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2625 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2626 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2630 fn removes_uncertainity_when_exact_liquidity_known() {
2631 let logger = TestLogger::new();
2632 let network_graph = network_graph(&logger);
2633 let params = ProbabilisticScoringParameters::default();
2634 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2635 let source = source_node_id();
2636 let target = target_node_id();
2638 let base_penalty_msat = params.base_penalty_msat;
2639 let usage = ChannelUsage {
2641 inflight_htlc_msat: 0,
2642 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2644 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2646 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2647 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2649 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2650 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2654 fn remembers_historical_failures() {
2655 let logger = TestLogger::new();
2656 let network_graph = network_graph(&logger);
2657 let params = ProbabilisticScoringParameters {
2658 historical_liquidity_penalty_multiplier_msat: 1024,
2659 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2660 historical_no_updates_half_life: Duration::from_secs(10),
2661 ..ProbabilisticScoringParameters::zero_penalty()
2663 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2664 let source = source_node_id();
2665 let target = target_node_id();
2667 let usage = ChannelUsage {
2669 inflight_htlc_msat: 0,
2670 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2672 // With no historical data the normal liquidity penalty calculation is used.
2673 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2675 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2676 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2678 // Even after we tell the scorer we definitely have enough available liquidity, it will
2679 // still remember that there was some failure in the past, and assign a non-0 penalty.
2680 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2683 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2684 // gone), and check that we're back to where we started.
2685 SinceEpoch::advance(Duration::from_secs(10 * 16));
2686 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2690 fn adds_anti_probing_penalty() {
2691 let logger = TestLogger::new();
2692 let network_graph = network_graph(&logger);
2693 let source = source_node_id();
2694 let target = target_node_id();
2695 let params = ProbabilisticScoringParameters {
2696 anti_probing_penalty_msat: 500,
2697 ..ProbabilisticScoringParameters::zero_penalty()
2699 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2701 // Check we receive no penalty for a low htlc_maximum_msat.
2702 let usage = ChannelUsage {
2703 amount_msat: 512_000,
2704 inflight_htlc_msat: 0,
2705 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2707 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2709 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2710 let usage = ChannelUsage {
2711 amount_msat: 512_000,
2712 inflight_htlc_msat: 0,
2713 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2715 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2717 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2718 let usage = ChannelUsage {
2719 amount_msat: 512_000,
2720 inflight_htlc_msat: 0,
2721 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2723 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2725 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2726 let usage = ChannelUsage {
2727 amount_msat: 512_000,
2728 inflight_htlc_msat: 0,
2729 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2731 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);