1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 decay_params: ProbabilisticScoringDecayParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
645 /// in each of 8 buckets.
646 #[derive(Clone, Copy)]
647 struct HistoricalBucketRangeTracker {
651 impl HistoricalBucketRangeTracker {
652 fn new() -> Self { Self { buckets: [0; 8] } }
653 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
654 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
655 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
657 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
658 // the buckets for the current min and max liquidity offset positions.
660 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
661 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
662 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
664 // In total, this allows us to track data for the last 8,000 or so payments across a given
667 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
668 // and need to balance having more bits in the decimal part (to ensure decay isn't too
669 // non-linear) with having too few bits in the mantissa, causing us to not store very many
672 // The constants were picked experimentally, selecting a decay amount that restricts us
673 // from overflowing buckets without having to cap them manually.
675 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
676 // the channel's capacity, though the second should generally never happen.
677 debug_assert!(liquidity_offset_msat <= capacity_msat);
678 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
679 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
680 debug_assert!(bucket_idx < 8);
682 for e in self.buckets.iter_mut() {
683 *e = ((*e as u32) * 2047 / 2048) as u16;
685 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
688 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
689 /// datapoints as we receive newer information.
690 fn time_decay_data(&mut self, half_lives: u32) {
691 for e in self.buckets.iter_mut() {
692 *e = e.checked_shr(half_lives).unwrap_or(0);
697 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
699 struct HistoricalMinMaxBuckets<'a> {
700 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
701 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
704 impl HistoricalMinMaxBuckets<'_> {
706 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
707 -> ([u16; 8], [u16; 8], u32) {
708 let required_decays = now.duration_since(last_updated).as_secs()
709 .checked_div(half_life.as_secs())
710 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
711 let mut min_buckets = *self.min_liquidity_offset_history;
712 min_buckets.time_decay_data(required_decays);
713 let mut max_buckets = *self.max_liquidity_offset_history;
714 max_buckets.time_decay_data(required_decays);
715 (min_buckets.buckets, max_buckets.buckets, required_decays)
719 fn calculate_success_probability_times_billion<T: Time>(
720 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
722 // If historical penalties are enabled, calculate the penalty by walking the set of
723 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
724 // each, calculate the probability of success given our payment amount, then total the
725 // weighted average probability of success.
727 // We use a sliding scale to decide which point within a given bucket will be compared to
728 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
729 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
730 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
731 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
732 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
733 // penalties to channels at the edges.
735 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
736 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
737 // for a 1 BTC channel!).
739 // If we used the middle of each bucket we'd never assign any penalty at all when sending
740 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
741 let mut total_valid_points_tracked = 0;
743 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
744 // don't actually use the decayed buckets, though, as that would lose precision.
745 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
746 self.get_decayed_buckets(now, last_updated, half_life);
747 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
751 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
752 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
753 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
756 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
757 // it as if we were fully decayed.
758 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
762 let mut cumulative_success_prob_times_billion = 0;
763 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
764 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
765 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
766 * 1024 * 1024 / total_valid_points_tracked;
767 let min_64th_bucket = min_idx as u8 * 9;
768 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
769 if payment_amt_64th_bucket > max_64th_bucket {
770 // Success probability 0, the payment amount is above the max liquidity
771 } else if payment_amt_64th_bucket <= min_64th_bucket {
772 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
774 cumulative_success_prob_times_billion += bucket_prob_times_million *
775 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
776 ((max_64th_bucket - min_64th_bucket) as u64);
781 Some(cumulative_success_prob_times_billion)
785 /// Accounting for channel liquidity balance uncertainty.
787 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
788 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
789 /// offset fields gives the opposite direction.
790 struct ChannelLiquidity<T: Time> {
791 /// Lower channel liquidity bound in terms of an offset from zero.
792 min_liquidity_offset_msat: u64,
794 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
795 max_liquidity_offset_msat: u64,
797 /// Time when the liquidity bounds were last modified.
800 min_liquidity_offset_history: HistoricalBucketRangeTracker,
801 max_liquidity_offset_history: HistoricalBucketRangeTracker,
804 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
805 /// decayed with a given half life.
806 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
807 min_liquidity_offset_msat: L,
808 max_liquidity_offset_msat: L,
809 min_liquidity_offset_history: BRT,
810 max_liquidity_offset_history: BRT,
811 inflight_htlc_msat: u64,
815 decay_params: ProbabilisticScoringDecayParameters,
818 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
819 /// Creates a new scorer using the given scoring parameters for sending payments from a node
820 /// through a network graph.
821 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
826 channel_liquidities: HashMap::new(),
831 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
832 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
836 /// Dump the contents of this scorer into the configured logger.
838 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
839 /// which may be a substantial amount of log output.
840 pub fn debug_log_liquidity_stats(&self) {
843 let graph = self.network_graph.read_only();
844 for (scid, liq) in self.channel_liquidities.iter() {
845 if let Some(chan_debug) = graph.channels().get(scid) {
846 let log_direction = |source, target| {
847 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
848 let amt = directed_info.effective_capacity().as_msat();
849 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
851 let buckets = HistoricalMinMaxBuckets {
852 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
853 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
855 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
856 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
858 log_debug!(self.logger, core::concat!(
859 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
860 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
861 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
862 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
863 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
864 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
865 // Note that the liquidity buckets are an offset from the edge, so we
866 // inverse the max order to get the probabilities from zero.
867 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
868 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
870 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
874 log_direction(&chan_debug.node_one, &chan_debug.node_two);
875 log_direction(&chan_debug.node_two, &chan_debug.node_one);
877 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
882 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
883 /// channel with `scid` towards the given `target` node.
884 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
885 let graph = self.network_graph.read_only();
887 if let Some(chan) = graph.channels().get(&scid) {
888 if let Some(liq) = self.channel_liquidities.get(&scid) {
889 if let Some((directed_info, source)) = chan.as_directed_to(target) {
890 let amt = directed_info.effective_capacity().as_msat();
891 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
892 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
899 /// Query the historical estimated minimum and maximum liquidity available for sending a
900 /// payment over the channel with `scid` towards the given `target` node.
902 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
903 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
904 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
905 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
906 /// Because the values are slowly decayed, more recent data points are weighted more heavily
907 /// than older datapoints.
909 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
910 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
911 /// the total of all buckets for the given bound.
913 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
914 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
915 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
916 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
918 /// Because the datapoints are decayed slowly over time, values will eventually return to
919 /// `Some(([0; 8], [0; 8]))`.
920 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
921 -> Option<([u16; 8], [u16; 8])> {
922 let graph = self.network_graph.read_only();
924 if let Some(chan) = graph.channels().get(&scid) {
925 if let Some(liq) = self.channel_liquidities.get(&scid) {
926 if let Some((directed_info, source)) = chan.as_directed_to(target) {
927 let amt = directed_info.effective_capacity().as_msat();
928 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
930 let buckets = HistoricalMinMaxBuckets {
931 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
932 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
934 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
935 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
936 // Note that the liquidity buckets are an offset from the edge, so we inverse
937 // the max order to get the probabilities from zero.
938 max_buckets.reverse();
939 return Some((min_buckets, max_buckets));
947 impl<T: Time> ChannelLiquidity<T> {
951 min_liquidity_offset_msat: 0,
952 max_liquidity_offset_msat: 0,
953 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
954 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
955 last_updated: T::now(),
959 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
962 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
963 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
964 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
966 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
967 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
969 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
970 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
973 DirectedChannelLiquidity {
974 min_liquidity_offset_msat,
975 max_liquidity_offset_msat,
976 min_liquidity_offset_history,
977 max_liquidity_offset_history,
980 last_updated: &self.last_updated,
982 decay_params: decay_params,
986 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
989 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
990 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
991 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
993 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
994 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
996 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
997 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1000 DirectedChannelLiquidity {
1001 min_liquidity_offset_msat,
1002 max_liquidity_offset_msat,
1003 min_liquidity_offset_history,
1004 max_liquidity_offset_history,
1007 last_updated: &mut self.last_updated,
1009 decay_params: decay_params,
1014 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1016 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1018 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1019 /// ratio, as X in 1/X.
1020 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1022 /// The divisor used when computing the amount penalty.
1023 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1024 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1026 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1027 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1029 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1030 let max_liquidity_msat = self.max_liquidity_msat();
1031 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1033 let mut res = if amount_msat <= min_liquidity_msat {
1035 } else if amount_msat >= max_liquidity_msat {
1036 // Equivalent to hitting the else clause below with the amount equal to the effective
1037 // capacity and without any certainty on the liquidity upper bound, plus the
1038 // impossibility penalty.
1039 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1040 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1041 score_params.liquidity_penalty_multiplier_msat,
1042 score_params.liquidity_penalty_amount_multiplier_msat)
1043 .saturating_add(score_params.considered_impossible_penalty_msat)
1045 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1046 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1047 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1048 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1049 // don't bother trying to use the log approximation as it gets too noisy to be
1050 // particularly helpful, instead just round down to 0.
1053 let negative_log10_times_2048 =
1054 approx::negative_log10_times_2048(numerator, denominator);
1055 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1056 score_params.liquidity_penalty_multiplier_msat,
1057 score_params.liquidity_penalty_amount_multiplier_msat)
1061 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1062 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1063 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1064 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1066 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1067 // division. This branch should only be hit in fuzz testing since the amount would
1068 // need to be over 2.88 million BTC in practice.
1069 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1070 .try_into().unwrap_or(65)
1072 #[cfg(not(fuzzing))]
1073 debug_assert!(payment_amt_64th_bucket <= 64);
1074 if payment_amt_64th_bucket > 64 { return res; }
1076 let buckets = HistoricalMinMaxBuckets {
1077 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1078 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1080 if let Some(cumulative_success_prob_times_billion) = buckets
1081 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1082 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1084 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1085 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1086 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1087 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1089 // If we don't have any valid points (or, once decayed, we have less than a full
1090 // point), redo the non-historical calculation with no liquidity bounds tracked and
1091 // the historical penalty multipliers.
1092 let available_capacity = self.available_capacity();
1093 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1094 let denominator = available_capacity.saturating_add(1);
1095 let negative_log10_times_2048 =
1096 approx::negative_log10_times_2048(numerator, denominator);
1097 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1098 score_params.historical_liquidity_penalty_multiplier_msat,
1099 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1106 /// Computes the liquidity penalty from the penalty multipliers.
1108 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1109 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1111 let liquidity_penalty_msat = {
1112 // Upper bound the liquidity penalty to ensure some channel is selected.
1113 let multiplier_msat = liquidity_penalty_multiplier_msat;
1114 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1115 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1117 let amount_penalty_msat = negative_log10_times_2048
1118 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1119 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1121 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1124 /// Returns the lower bound of the channel liquidity balance in this direction.
1125 fn min_liquidity_msat(&self) -> u64 {
1126 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1129 /// Returns the upper bound of the channel liquidity balance in this direction.
1130 fn max_liquidity_msat(&self) -> u64 {
1131 self.available_capacity()
1132 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1135 /// Returns the capacity minus the in-flight HTLCs in this direction.
1136 fn available_capacity(&self) -> u64 {
1137 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1140 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1141 self.now.duration_since(*self.last_updated).as_secs()
1142 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1143 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1148 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1149 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1150 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1151 let existing_max_msat = self.max_liquidity_msat();
1152 if amount_msat < existing_max_msat {
1153 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1154 self.set_max_liquidity_msat(amount_msat);
1156 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1157 chan_descr, existing_max_msat, amount_msat);
1159 self.update_history_buckets();
1162 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1163 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1164 let existing_min_msat = self.min_liquidity_msat();
1165 if amount_msat > existing_min_msat {
1166 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1167 self.set_min_liquidity_msat(amount_msat);
1169 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1170 chan_descr, existing_min_msat, amount_msat);
1172 self.update_history_buckets();
1175 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1176 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1177 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1178 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1179 self.set_max_liquidity_msat(max_liquidity_msat);
1180 self.update_history_buckets();
1183 fn update_history_buckets(&mut self) {
1184 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1185 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1186 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1187 self.min_liquidity_offset_history.time_decay_data(half_lives);
1188 self.max_liquidity_offset_history.time_decay_data(half_lives);
1190 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1191 self.min_liquidity_offset_history.track_datapoint(
1192 min_liquidity_offset_msat, self.capacity_msat
1194 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1195 self.max_liquidity_offset_history.track_datapoint(
1196 max_liquidity_offset_msat, self.capacity_msat
1200 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1201 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1202 *self.min_liquidity_offset_msat = amount_msat;
1203 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1206 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1208 *self.last_updated = self.now;
1211 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1212 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1213 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1214 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1217 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1219 *self.last_updated = self.now;
1223 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1224 type ScoreParams = ProbabilisticScoringFeeParameters;
1225 fn channel_penalty_msat(
1226 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1228 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1232 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1233 score_params.base_penalty_amount_multiplier_msat
1234 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1236 let mut anti_probing_penalty_msat = 0;
1237 match usage.effective_capacity {
1238 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1239 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1241 if usage.amount_msat > amount_msat {
1242 return u64::max_value();
1244 return base_penalty_msat;
1247 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1248 if htlc_maximum_msat >= capacity_msat/2 {
1249 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1255 let amount_msat = usage.amount_msat;
1256 let capacity_msat = usage.effective_capacity.as_msat();
1257 let inflight_htlc_msat = usage.inflight_htlc_msat;
1258 self.channel_liquidities
1259 .get(&short_channel_id)
1260 .unwrap_or(&ChannelLiquidity::new())
1261 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1262 .penalty_msat(amount_msat, score_params)
1263 .saturating_add(anti_probing_penalty_msat)
1264 .saturating_add(base_penalty_msat)
1267 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1268 let amount_msat = path.final_value_msat();
1269 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1270 let network_graph = self.network_graph.read_only();
1271 for (hop_idx, hop) in path.hops.iter().enumerate() {
1272 let target = NodeId::from_pubkey(&hop.pubkey);
1273 let channel_directed_from_source = network_graph.channels()
1274 .get(&hop.short_channel_id)
1275 .and_then(|channel| channel.as_directed_to(&target));
1277 let at_failed_channel = hop.short_channel_id == short_channel_id;
1278 if at_failed_channel && hop_idx == 0 {
1279 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);
1282 // Only score announced channels.
1283 if let Some((channel, source)) = channel_directed_from_source {
1284 let capacity_msat = channel.effective_capacity().as_msat();
1285 if at_failed_channel {
1286 self.channel_liquidities
1287 .entry(hop.short_channel_id)
1288 .or_insert_with(ChannelLiquidity::new)
1289 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1290 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1292 self.channel_liquidities
1293 .entry(hop.short_channel_id)
1294 .or_insert_with(ChannelLiquidity::new)
1295 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1296 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1299 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).",
1300 hop.short_channel_id);
1302 if at_failed_channel { break; }
1306 fn payment_path_successful(&mut self, path: &Path) {
1307 let amount_msat = path.final_value_msat();
1308 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1309 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1310 let network_graph = self.network_graph.read_only();
1311 for hop in &path.hops {
1312 let target = NodeId::from_pubkey(&hop.pubkey);
1313 let channel_directed_from_source = network_graph.channels()
1314 .get(&hop.short_channel_id)
1315 .and_then(|channel| channel.as_directed_to(&target));
1317 // Only score announced channels.
1318 if let Some((channel, source)) = channel_directed_from_source {
1319 let capacity_msat = channel.effective_capacity().as_msat();
1320 self.channel_liquidities
1321 .entry(hop.short_channel_id)
1322 .or_insert_with(ChannelLiquidity::new)
1323 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1324 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1326 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).",
1327 hop.short_channel_id);
1332 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1333 self.payment_path_failed(path, short_channel_id)
1336 fn probe_successful(&mut self, path: &Path) {
1337 self.payment_path_failed(path, u64::max_value())
1342 const BITS: u32 = 64;
1343 const HIGHEST_BIT: u32 = BITS - 1;
1344 const LOWER_BITS: u32 = 6;
1345 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1346 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1348 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1349 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1350 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1351 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1352 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1353 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1354 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1355 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1356 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1357 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1358 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1359 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1360 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1361 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1362 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1363 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1364 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1365 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1366 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1367 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1368 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1369 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1370 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1371 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1372 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1373 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1374 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1375 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1376 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1377 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1378 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1379 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1380 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1381 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1382 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1383 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1384 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1385 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1386 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1387 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1388 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1389 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1390 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1391 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1392 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1393 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1394 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1395 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1396 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1397 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1398 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1399 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1400 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1401 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1402 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1403 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1404 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1405 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1406 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1407 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1408 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1409 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1410 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1411 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1412 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1413 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1414 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1415 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1416 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1417 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1418 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1419 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1420 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1421 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1422 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1423 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1424 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1425 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1426 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1427 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1428 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1429 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1430 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1431 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1432 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1433 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1434 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1435 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1436 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1437 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1438 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1439 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1440 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1441 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1442 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1443 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1444 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1445 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1446 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1447 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1448 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1449 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1450 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1451 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1452 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1453 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1454 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1455 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1456 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1457 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1458 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1459 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1460 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1461 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1462 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1463 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1464 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1465 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1466 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1467 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1468 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1469 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1470 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1471 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1472 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1473 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1474 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1475 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1476 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1477 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1478 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1479 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1480 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1481 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1482 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1483 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1484 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1485 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1486 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1487 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1488 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1489 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1490 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1491 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1492 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1493 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1494 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1495 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1496 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1497 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1498 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1499 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1500 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1501 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1502 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1503 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1504 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1505 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1506 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1507 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1508 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1509 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1510 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1511 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1512 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1513 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1514 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1515 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1516 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1517 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1518 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1519 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1520 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1521 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1522 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1523 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1524 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1525 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1526 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1527 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1528 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1529 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1530 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1531 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1532 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1533 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1534 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1535 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1536 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1537 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1538 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1539 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1540 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1541 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1542 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1543 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1544 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1545 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1546 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1547 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1548 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1549 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1550 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1551 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1552 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1553 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1554 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1555 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1556 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1557 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1558 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1559 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1560 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1561 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1562 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1563 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1564 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1565 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1566 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1567 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1568 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1569 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1570 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1571 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1572 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1573 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1574 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1575 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1576 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1577 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1578 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1579 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1580 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1581 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1582 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1583 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1584 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1585 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1586 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1587 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1588 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1589 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1590 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1591 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1592 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1593 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1594 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1595 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1596 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1597 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1598 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1599 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1600 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1601 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1602 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1603 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1604 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1605 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1606 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1609 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1611 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1612 // Multiply the -1 through to avoid needing to use signed numbers.
1613 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1617 fn log10_times_2048(x: u64) -> u16 {
1618 debug_assert_ne!(x, 0);
1619 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1620 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1621 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1629 fn prints_negative_log10_times_2048_lookup_table() {
1630 for msb in 0..BITS {
1631 for i in 0..LOWER_BITS_BOUND {
1632 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1633 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1634 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1636 if i % LOWER_BITS_BOUND == 0 {
1637 print!("\t\t[{}, ", log10_times_2048);
1638 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1639 println!("{}],", log10_times_2048);
1640 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1641 print!("{},\n\t\t\t", log10_times_2048);
1643 print!("{}, ", log10_times_2048);
1651 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1653 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1654 write_tlv_fields!(w, {
1655 (0, self.channel_liquidities, required),
1661 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1662 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1665 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1666 ) -> Result<Self, DecodeError> {
1667 let (decay_params, network_graph, logger) = args;
1668 let mut channel_liquidities = HashMap::new();
1669 read_tlv_fields!(r, {
1670 (0, channel_liquidities, required),
1676 channel_liquidities,
1681 impl<T: Time> Writeable for ChannelLiquidity<T> {
1683 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1684 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1685 write_tlv_fields!(w, {
1686 (0, self.min_liquidity_offset_msat, required),
1687 (1, Some(self.min_liquidity_offset_history), option),
1688 (2, self.max_liquidity_offset_msat, required),
1689 (3, Some(self.max_liquidity_offset_history), option),
1690 (4, duration_since_epoch, required),
1696 impl<T: Time> Readable for ChannelLiquidity<T> {
1698 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1699 let mut min_liquidity_offset_msat = 0;
1700 let mut max_liquidity_offset_msat = 0;
1701 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1702 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1703 let mut duration_since_epoch = Duration::from_secs(0);
1704 read_tlv_fields!(r, {
1705 (0, min_liquidity_offset_msat, required),
1706 (1, min_liquidity_offset_history, option),
1707 (2, max_liquidity_offset_msat, required),
1708 (3, max_liquidity_offset_history, option),
1709 (4, duration_since_epoch, required),
1711 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1712 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1713 // is a time from a monotonic clock usually represented as an offset against boot time).
1714 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1715 // from the one that was written. However, because `Instant` can panic if we construct one
1716 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1717 // using `Instant::now()` in that case.
1718 let wall_clock_now = T::duration_since_epoch();
1720 let last_updated = if wall_clock_now > duration_since_epoch {
1721 now - (wall_clock_now - duration_since_epoch)
1724 min_liquidity_offset_msat,
1725 max_liquidity_offset_msat,
1726 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1727 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1735 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1736 use crate::blinded_path::{BlindedHop, BlindedPath};
1737 use crate::util::config::UserConfig;
1738 use crate::util::time::Time;
1739 use crate::util::time::tests::SinceEpoch;
1741 use crate::ln::channelmanager;
1742 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1743 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1744 use crate::routing::router::{BlindedTail, Path, RouteHop};
1745 use crate::routing::scoring::{ChannelUsage, Score};
1746 use crate::util::ser::{ReadableArgs, Writeable};
1747 use crate::util::test_utils::{self, TestLogger};
1749 use bitcoin::blockdata::constants::genesis_block;
1750 use bitcoin::hashes::Hash;
1751 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1752 use bitcoin::network::constants::Network;
1753 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1754 use core::time::Duration;
1757 fn source_privkey() -> SecretKey {
1758 SecretKey::from_slice(&[42; 32]).unwrap()
1761 fn target_privkey() -> SecretKey {
1762 SecretKey::from_slice(&[43; 32]).unwrap()
1765 fn source_pubkey() -> PublicKey {
1766 let secp_ctx = Secp256k1::new();
1767 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1770 fn target_pubkey() -> PublicKey {
1771 let secp_ctx = Secp256k1::new();
1772 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1775 fn source_node_id() -> NodeId {
1776 NodeId::from_pubkey(&source_pubkey())
1779 fn target_node_id() -> NodeId {
1780 NodeId::from_pubkey(&target_pubkey())
1783 // `ProbabilisticScorer` tests
1785 /// A probabilistic scorer for testing with time that can be manually advanced.
1786 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1788 fn sender_privkey() -> SecretKey {
1789 SecretKey::from_slice(&[41; 32]).unwrap()
1792 fn recipient_privkey() -> SecretKey {
1793 SecretKey::from_slice(&[45; 32]).unwrap()
1796 fn sender_pubkey() -> PublicKey {
1797 let secp_ctx = Secp256k1::new();
1798 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1801 fn recipient_pubkey() -> PublicKey {
1802 let secp_ctx = Secp256k1::new();
1803 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1806 fn sender_node_id() -> NodeId {
1807 NodeId::from_pubkey(&sender_pubkey())
1810 fn recipient_node_id() -> NodeId {
1811 NodeId::from_pubkey(&recipient_pubkey())
1814 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1815 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1816 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1817 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1823 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1824 node_2_key: SecretKey
1826 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1827 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1828 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1829 let secp_ctx = Secp256k1::new();
1830 let unsigned_announcement = UnsignedChannelAnnouncement {
1831 features: channelmanager::provided_channel_features(&UserConfig::default()),
1832 chain_hash: genesis_hash,
1834 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1835 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1836 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1837 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1838 excess_data: Vec::new(),
1840 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1841 let signed_announcement = ChannelAnnouncement {
1842 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1843 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1844 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1845 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1846 contents: unsigned_announcement,
1848 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1849 network_graph.update_channel_from_announcement(
1850 &signed_announcement, &chain_source).unwrap();
1851 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1852 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1856 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1857 flags: u8, htlc_maximum_msat: u64
1859 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1860 let secp_ctx = Secp256k1::new();
1861 let unsigned_update = UnsignedChannelUpdate {
1862 chain_hash: genesis_hash,
1866 cltv_expiry_delta: 18,
1867 htlc_minimum_msat: 0,
1870 fee_proportional_millionths: 0,
1871 excess_data: Vec::new(),
1873 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1874 let signed_update = ChannelUpdate {
1875 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1876 contents: unsigned_update,
1878 network_graph.update_channel(&signed_update).unwrap();
1881 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1882 let config = UserConfig::default();
1885 node_features: channelmanager::provided_node_features(&config),
1887 channel_features: channelmanager::provided_channel_features(&config),
1889 cltv_expiry_delta: 18,
1893 fn payment_path_for_amount(amount_msat: u64) -> Path {
1896 path_hop(source_pubkey(), 41, 1),
1897 path_hop(target_pubkey(), 42, 2),
1898 path_hop(recipient_pubkey(), 43, amount_msat),
1899 ], blinded_tail: None,
1904 fn liquidity_bounds_directed_from_lowest_node_id() {
1905 let logger = TestLogger::new();
1906 let last_updated = SinceEpoch::now();
1907 let network_graph = network_graph(&logger);
1908 let decay_params = ProbabilisticScoringDecayParameters::default();
1909 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1912 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1913 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1914 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1918 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1919 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1920 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1922 let source = source_node_id();
1923 let target = target_node_id();
1924 let recipient = recipient_node_id();
1925 assert!(source > target);
1926 assert!(target < recipient);
1928 // Update minimum liquidity.
1930 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1931 .as_directed(&source, &target, 0, 1_000, decay_params);
1932 assert_eq!(liquidity.min_liquidity_msat(), 100);
1933 assert_eq!(liquidity.max_liquidity_msat(), 300);
1935 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1936 .as_directed(&target, &source, 0, 1_000, decay_params);
1937 assert_eq!(liquidity.min_liquidity_msat(), 700);
1938 assert_eq!(liquidity.max_liquidity_msat(), 900);
1940 scorer.channel_liquidities.get_mut(&42).unwrap()
1941 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1942 .set_min_liquidity_msat(200);
1944 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1945 .as_directed(&source, &target, 0, 1_000, decay_params);
1946 assert_eq!(liquidity.min_liquidity_msat(), 200);
1947 assert_eq!(liquidity.max_liquidity_msat(), 300);
1949 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1950 .as_directed(&target, &source, 0, 1_000, decay_params);
1951 assert_eq!(liquidity.min_liquidity_msat(), 700);
1952 assert_eq!(liquidity.max_liquidity_msat(), 800);
1954 // Update maximum liquidity.
1956 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1957 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1958 assert_eq!(liquidity.min_liquidity_msat(), 700);
1959 assert_eq!(liquidity.max_liquidity_msat(), 900);
1961 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1962 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1963 assert_eq!(liquidity.min_liquidity_msat(), 100);
1964 assert_eq!(liquidity.max_liquidity_msat(), 300);
1966 scorer.channel_liquidities.get_mut(&43).unwrap()
1967 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1968 .set_max_liquidity_msat(200);
1970 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1971 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1972 assert_eq!(liquidity.min_liquidity_msat(), 0);
1973 assert_eq!(liquidity.max_liquidity_msat(), 200);
1975 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1976 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1977 assert_eq!(liquidity.min_liquidity_msat(), 800);
1978 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1982 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1983 let logger = TestLogger::new();
1984 let last_updated = SinceEpoch::now();
1985 let network_graph = network_graph(&logger);
1986 let decay_params = ProbabilisticScoringDecayParameters::default();
1987 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1990 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1991 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1992 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1994 let source = source_node_id();
1995 let target = target_node_id();
1996 assert!(source > target);
1998 // Check initial bounds.
1999 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2000 .as_directed(&source, &target, 0, 1_000, decay_params);
2001 assert_eq!(liquidity.min_liquidity_msat(), 400);
2002 assert_eq!(liquidity.max_liquidity_msat(), 800);
2004 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2005 .as_directed(&target, &source, 0, 1_000, decay_params);
2006 assert_eq!(liquidity.min_liquidity_msat(), 200);
2007 assert_eq!(liquidity.max_liquidity_msat(), 600);
2009 // Reset from source to target.
2010 scorer.channel_liquidities.get_mut(&42).unwrap()
2011 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2012 .set_min_liquidity_msat(900);
2014 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2015 .as_directed(&source, &target, 0, 1_000, decay_params);
2016 assert_eq!(liquidity.min_liquidity_msat(), 900);
2017 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2019 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2020 .as_directed(&target, &source, 0, 1_000, decay_params);
2021 assert_eq!(liquidity.min_liquidity_msat(), 0);
2022 assert_eq!(liquidity.max_liquidity_msat(), 100);
2024 // Reset from target to source.
2025 scorer.channel_liquidities.get_mut(&42).unwrap()
2026 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2027 .set_min_liquidity_msat(400);
2029 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2030 .as_directed(&source, &target, 0, 1_000, decay_params);
2031 assert_eq!(liquidity.min_liquidity_msat(), 0);
2032 assert_eq!(liquidity.max_liquidity_msat(), 600);
2034 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2035 .as_directed(&target, &source, 0, 1_000, decay_params);
2036 assert_eq!(liquidity.min_liquidity_msat(), 400);
2037 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2041 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2042 let logger = TestLogger::new();
2043 let last_updated = SinceEpoch::now();
2044 let network_graph = network_graph(&logger);
2045 let decay_params = ProbabilisticScoringDecayParameters::default();
2046 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2049 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2050 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2051 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2053 let source = source_node_id();
2054 let target = target_node_id();
2055 assert!(source > target);
2057 // Check initial bounds.
2058 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2059 .as_directed(&source, &target, 0, 1_000, decay_params);
2060 assert_eq!(liquidity.min_liquidity_msat(), 400);
2061 assert_eq!(liquidity.max_liquidity_msat(), 800);
2063 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2064 .as_directed(&target, &source, 0, 1_000, decay_params);
2065 assert_eq!(liquidity.min_liquidity_msat(), 200);
2066 assert_eq!(liquidity.max_liquidity_msat(), 600);
2068 // Reset from source to target.
2069 scorer.channel_liquidities.get_mut(&42).unwrap()
2070 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2071 .set_max_liquidity_msat(300);
2073 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2074 .as_directed(&source, &target, 0, 1_000, decay_params);
2075 assert_eq!(liquidity.min_liquidity_msat(), 0);
2076 assert_eq!(liquidity.max_liquidity_msat(), 300);
2078 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2079 .as_directed(&target, &source, 0, 1_000, decay_params);
2080 assert_eq!(liquidity.min_liquidity_msat(), 700);
2081 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2083 // Reset from target to source.
2084 scorer.channel_liquidities.get_mut(&42).unwrap()
2085 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2086 .set_max_liquidity_msat(600);
2088 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2089 .as_directed(&source, &target, 0, 1_000, decay_params);
2090 assert_eq!(liquidity.min_liquidity_msat(), 400);
2091 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2093 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2094 .as_directed(&target, &source, 0, 1_000, decay_params);
2095 assert_eq!(liquidity.min_liquidity_msat(), 0);
2096 assert_eq!(liquidity.max_liquidity_msat(), 600);
2100 fn increased_penalty_nearing_liquidity_upper_bound() {
2101 let logger = TestLogger::new();
2102 let network_graph = network_graph(&logger);
2103 let params = ProbabilisticScoringFeeParameters {
2104 liquidity_penalty_multiplier_msat: 1_000,
2105 ..ProbabilisticScoringFeeParameters::zero_penalty()
2107 let decay_params = ProbabilisticScoringDecayParameters::default();
2108 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2109 let source = source_node_id();
2110 let target = target_node_id();
2112 let usage = ChannelUsage {
2114 inflight_htlc_msat: 0,
2115 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2117 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2118 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2119 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2120 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2121 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2122 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2123 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2125 let usage = ChannelUsage {
2127 inflight_htlc_msat: 0,
2128 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2130 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2131 let usage = ChannelUsage { amount_msat: 256, ..usage };
2132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2133 let usage = ChannelUsage { amount_msat: 374, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2135 let usage = ChannelUsage { amount_msat: 512, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2137 let usage = ChannelUsage { amount_msat: 640, ..usage };
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2139 let usage = ChannelUsage { amount_msat: 768, ..usage };
2140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2141 let usage = ChannelUsage { amount_msat: 896, ..usage };
2142 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2146 fn constant_penalty_outside_liquidity_bounds() {
2147 let logger = TestLogger::new();
2148 let last_updated = SinceEpoch::now();
2149 let network_graph = network_graph(&logger);
2150 let params = ProbabilisticScoringFeeParameters {
2151 liquidity_penalty_multiplier_msat: 1_000,
2152 considered_impossible_penalty_msat: u64::max_value(),
2153 ..ProbabilisticScoringFeeParameters::zero_penalty()
2155 let decay_params = ProbabilisticScoringDecayParameters {
2156 ..ProbabilisticScoringDecayParameters::zero_penalty()
2158 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2161 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2162 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2163 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2165 let source = source_node_id();
2166 let target = target_node_id();
2168 let usage = ChannelUsage {
2170 inflight_htlc_msat: 0,
2171 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2173 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2174 let usage = ChannelUsage { amount_msat: 50, ..usage };
2175 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2176 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2177 let usage = ChannelUsage { amount_msat: 61, ..usage };
2178 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2182 fn does_not_further_penalize_own_channel() {
2183 let logger = TestLogger::new();
2184 let network_graph = network_graph(&logger);
2185 let params = ProbabilisticScoringFeeParameters {
2186 liquidity_penalty_multiplier_msat: 1_000,
2187 ..ProbabilisticScoringFeeParameters::zero_penalty()
2189 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2190 let sender = sender_node_id();
2191 let source = source_node_id();
2192 let usage = ChannelUsage {
2194 inflight_htlc_msat: 0,
2195 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2197 let failed_path = payment_path_for_amount(500);
2198 let successful_path = payment_path_for_amount(200);
2200 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2202 scorer.payment_path_failed(&failed_path, 41);
2203 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2205 scorer.payment_path_successful(&successful_path);
2206 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2210 fn sets_liquidity_lower_bound_on_downstream_failure() {
2211 let logger = TestLogger::new();
2212 let network_graph = network_graph(&logger);
2213 let params = ProbabilisticScoringFeeParameters {
2214 liquidity_penalty_multiplier_msat: 1_000,
2215 ..ProbabilisticScoringFeeParameters::zero_penalty()
2217 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2218 let source = source_node_id();
2219 let target = target_node_id();
2220 let path = payment_path_for_amount(500);
2222 let usage = ChannelUsage {
2224 inflight_htlc_msat: 0,
2225 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2227 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2228 let usage = ChannelUsage { amount_msat: 500, ..usage };
2229 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2230 let usage = ChannelUsage { amount_msat: 750, ..usage };
2231 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2233 scorer.payment_path_failed(&path, 43);
2235 let usage = ChannelUsage { amount_msat: 250, ..usage };
2236 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2237 let usage = ChannelUsage { amount_msat: 500, ..usage };
2238 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2239 let usage = ChannelUsage { amount_msat: 750, ..usage };
2240 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2244 fn sets_liquidity_upper_bound_on_failure() {
2245 let logger = TestLogger::new();
2246 let network_graph = network_graph(&logger);
2247 let params = ProbabilisticScoringFeeParameters {
2248 liquidity_penalty_multiplier_msat: 1_000,
2249 considered_impossible_penalty_msat: u64::max_value(),
2250 ..ProbabilisticScoringFeeParameters::zero_penalty()
2252 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2253 let source = source_node_id();
2254 let target = target_node_id();
2255 let path = payment_path_for_amount(500);
2257 let usage = ChannelUsage {
2259 inflight_htlc_msat: 0,
2260 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2262 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2263 let usage = ChannelUsage { amount_msat: 500, ..usage };
2264 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2265 let usage = ChannelUsage { amount_msat: 750, ..usage };
2266 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2268 scorer.payment_path_failed(&path, 42);
2270 let usage = ChannelUsage { amount_msat: 250, ..usage };
2271 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2272 let usage = ChannelUsage { amount_msat: 500, ..usage };
2273 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2274 let usage = ChannelUsage { amount_msat: 750, ..usage };
2275 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2279 fn ignores_channels_after_removed_failed_channel() {
2280 // Previously, if we'd tried to send over a channel which was removed from the network
2281 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2282 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2283 // channels in the route, even ones which they payment never reached. This tests to ensure
2284 // we do not score such channels.
2285 let secp_ctx = Secp256k1::new();
2286 let logger = TestLogger::new();
2287 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2288 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2289 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2290 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2291 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2292 add_channel(&mut network_graph, 42, secret_a, secret_b);
2293 // Don't add the channel from B -> C.
2294 add_channel(&mut network_graph, 44, secret_c, secret_d);
2296 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2297 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2298 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2299 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2302 path_hop(pub_b, 42, 1),
2303 path_hop(pub_c, 43, 2),
2304 path_hop(pub_d, 44, 100),
2307 let node_a = NodeId::from_pubkey(&pub_a);
2308 let node_b = NodeId::from_pubkey(&pub_b);
2309 let node_c = NodeId::from_pubkey(&pub_c);
2310 let node_d = NodeId::from_pubkey(&pub_d);
2312 let params = ProbabilisticScoringFeeParameters {
2313 liquidity_penalty_multiplier_msat: 1_000,
2314 ..ProbabilisticScoringFeeParameters::zero_penalty()
2316 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2318 let usage = ChannelUsage {
2320 inflight_htlc_msat: 0,
2321 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2323 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2324 // Note that a default liquidity bound is used for B -> C as no channel exists
2325 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2326 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2328 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2330 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2331 // Note that a default liquidity bound is used for B -> C as no channel exists
2332 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2333 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2337 fn reduces_liquidity_upper_bound_along_path_on_success() {
2338 let logger = TestLogger::new();
2339 let network_graph = network_graph(&logger);
2340 let params = ProbabilisticScoringFeeParameters {
2341 liquidity_penalty_multiplier_msat: 1_000,
2342 ..ProbabilisticScoringFeeParameters::zero_penalty()
2344 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2345 let sender = sender_node_id();
2346 let source = source_node_id();
2347 let target = target_node_id();
2348 let recipient = recipient_node_id();
2349 let usage = ChannelUsage {
2351 inflight_htlc_msat: 0,
2352 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2355 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2356 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2357 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2359 scorer.payment_path_successful(&payment_path_for_amount(500));
2361 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2362 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2363 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2367 fn decays_liquidity_bounds_over_time() {
2368 let logger = TestLogger::new();
2369 let network_graph = network_graph(&logger);
2370 let params = ProbabilisticScoringFeeParameters {
2371 liquidity_penalty_multiplier_msat: 1_000,
2372 considered_impossible_penalty_msat: u64::max_value(),
2373 ..ProbabilisticScoringFeeParameters::zero_penalty()
2375 let decay_params = ProbabilisticScoringDecayParameters {
2376 liquidity_offset_half_life: Duration::from_secs(10),
2377 ..ProbabilisticScoringDecayParameters::zero_penalty()
2379 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2380 let source = source_node_id();
2381 let target = target_node_id();
2383 let usage = ChannelUsage {
2385 inflight_htlc_msat: 0,
2386 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2388 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2389 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2390 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2392 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2393 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2395 let usage = ChannelUsage { amount_msat: 128, ..usage };
2396 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2397 let usage = ChannelUsage { amount_msat: 256, ..usage };
2398 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2399 let usage = ChannelUsage { amount_msat: 768, ..usage };
2400 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2401 let usage = ChannelUsage { amount_msat: 896, ..usage };
2402 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2404 SinceEpoch::advance(Duration::from_secs(9));
2405 let usage = ChannelUsage { amount_msat: 128, ..usage };
2406 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2407 let usage = ChannelUsage { amount_msat: 256, ..usage };
2408 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2409 let usage = ChannelUsage { amount_msat: 768, ..usage };
2410 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2411 let usage = ChannelUsage { amount_msat: 896, ..usage };
2412 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2414 SinceEpoch::advance(Duration::from_secs(1));
2415 let usage = ChannelUsage { amount_msat: 64, ..usage };
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2417 let usage = ChannelUsage { amount_msat: 128, ..usage };
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2419 let usage = ChannelUsage { amount_msat: 896, ..usage };
2420 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2421 let usage = ChannelUsage { amount_msat: 960, ..usage };
2422 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2424 // Fully decay liquidity lower bound.
2425 SinceEpoch::advance(Duration::from_secs(10 * 7));
2426 let usage = ChannelUsage { amount_msat: 0, ..usage };
2427 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2428 let usage = ChannelUsage { amount_msat: 1, ..usage };
2429 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2430 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2432 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2433 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2435 // Fully decay liquidity upper bound.
2436 SinceEpoch::advance(Duration::from_secs(10));
2437 let usage = ChannelUsage { amount_msat: 0, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2439 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2442 SinceEpoch::advance(Duration::from_secs(10));
2443 let usage = ChannelUsage { amount_msat: 0, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2445 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2450 fn decays_liquidity_bounds_without_shift_overflow() {
2451 let logger = TestLogger::new();
2452 let network_graph = network_graph(&logger);
2453 let params = ProbabilisticScoringFeeParameters {
2454 liquidity_penalty_multiplier_msat: 1_000,
2455 ..ProbabilisticScoringFeeParameters::zero_penalty()
2457 let decay_params = ProbabilisticScoringDecayParameters {
2458 liquidity_offset_half_life: Duration::from_secs(10),
2459 ..ProbabilisticScoringDecayParameters::default()
2461 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2462 let source = source_node_id();
2463 let target = target_node_id();
2464 let usage = ChannelUsage {
2466 inflight_htlc_msat: 0,
2467 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2469 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2471 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2472 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2474 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2475 // would cause an overflow.
2476 SinceEpoch::advance(Duration::from_secs(10 * 64));
2477 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2479 SinceEpoch::advance(Duration::from_secs(10));
2480 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2484 fn restricts_liquidity_bounds_after_decay() {
2485 let logger = TestLogger::new();
2486 let network_graph = network_graph(&logger);
2487 let params = ProbabilisticScoringFeeParameters {
2488 liquidity_penalty_multiplier_msat: 1_000,
2489 ..ProbabilisticScoringFeeParameters::zero_penalty()
2491 let decay_params = ProbabilisticScoringDecayParameters {
2492 liquidity_offset_half_life: Duration::from_secs(10),
2493 ..ProbabilisticScoringDecayParameters::default()
2495 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2496 let source = source_node_id();
2497 let target = target_node_id();
2498 let usage = ChannelUsage {
2500 inflight_htlc_msat: 0,
2501 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2504 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2506 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2507 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2508 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2509 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2511 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2512 SinceEpoch::advance(Duration::from_secs(10));
2513 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2515 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2516 // is closer to the upper bound, meaning a higher penalty.
2517 scorer.payment_path_successful(&payment_path_for_amount(64));
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2520 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2521 // is closer to the lower bound, meaning a lower penalty.
2522 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2523 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2525 // Further decaying affects the lower bound more than the upper bound (128, 928).
2526 SinceEpoch::advance(Duration::from_secs(10));
2527 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2531 fn restores_persisted_liquidity_bounds() {
2532 let logger = TestLogger::new();
2533 let network_graph = network_graph(&logger);
2534 let params = ProbabilisticScoringFeeParameters {
2535 liquidity_penalty_multiplier_msat: 1_000,
2536 considered_impossible_penalty_msat: u64::max_value(),
2537 ..ProbabilisticScoringFeeParameters::zero_penalty()
2539 let decay_params = ProbabilisticScoringDecayParameters {
2540 liquidity_offset_half_life: Duration::from_secs(10),
2541 ..ProbabilisticScoringDecayParameters::default()
2543 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2544 let source = source_node_id();
2545 let target = target_node_id();
2546 let usage = ChannelUsage {
2548 inflight_htlc_msat: 0,
2549 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2552 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2553 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2555 SinceEpoch::advance(Duration::from_secs(10));
2556 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2558 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2559 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2561 let mut serialized_scorer = Vec::new();
2562 scorer.write(&mut serialized_scorer).unwrap();
2564 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2565 let deserialized_scorer =
2566 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2567 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2571 fn decays_persisted_liquidity_bounds() {
2572 let logger = TestLogger::new();
2573 let network_graph = network_graph(&logger);
2574 let params = ProbabilisticScoringFeeParameters {
2575 liquidity_penalty_multiplier_msat: 1_000,
2576 considered_impossible_penalty_msat: u64::max_value(),
2577 ..ProbabilisticScoringFeeParameters::zero_penalty()
2579 let decay_params = ProbabilisticScoringDecayParameters {
2580 liquidity_offset_half_life: Duration::from_secs(10),
2581 ..ProbabilisticScoringDecayParameters::zero_penalty()
2583 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2584 let source = source_node_id();
2585 let target = target_node_id();
2586 let usage = ChannelUsage {
2588 inflight_htlc_msat: 0,
2589 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2592 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2593 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2595 let mut serialized_scorer = Vec::new();
2596 scorer.write(&mut serialized_scorer).unwrap();
2598 SinceEpoch::advance(Duration::from_secs(10));
2600 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2601 let deserialized_scorer =
2602 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2603 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2605 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2606 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2608 SinceEpoch::advance(Duration::from_secs(10));
2609 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2613 fn scores_realistic_payments() {
2614 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2615 // 50k sat reserve).
2616 let logger = TestLogger::new();
2617 let network_graph = network_graph(&logger);
2618 let params = ProbabilisticScoringFeeParameters::default();
2619 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2620 let source = source_node_id();
2621 let target = target_node_id();
2623 let usage = ChannelUsage {
2624 amount_msat: 100_000_000,
2625 inflight_htlc_msat: 0,
2626 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2628 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2629 let usage = ChannelUsage {
2630 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2632 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2633 let usage = ChannelUsage {
2634 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2636 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2637 let usage = ChannelUsage {
2638 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2640 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2641 let usage = ChannelUsage {
2642 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2644 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2645 let usage = ChannelUsage {
2646 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2649 let usage = ChannelUsage {
2650 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2652 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2653 let usage = ChannelUsage {
2654 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2656 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2657 let usage = ChannelUsage {
2658 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2661 let usage = ChannelUsage {
2662 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2664 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2665 let usage = ChannelUsage {
2666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2668 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2672 fn adds_base_penalty_to_liquidity_penalty() {
2673 let logger = TestLogger::new();
2674 let network_graph = network_graph(&logger);
2675 let source = source_node_id();
2676 let target = target_node_id();
2677 let usage = ChannelUsage {
2679 inflight_htlc_msat: 0,
2680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2683 let params = ProbabilisticScoringFeeParameters {
2684 liquidity_penalty_multiplier_msat: 1_000,
2685 ..ProbabilisticScoringFeeParameters::zero_penalty()
2687 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2688 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2690 let params = ProbabilisticScoringFeeParameters {
2691 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2692 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2694 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2695 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2697 let params = ProbabilisticScoringFeeParameters {
2698 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2699 base_penalty_amount_multiplier_msat: (1 << 30),
2700 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2703 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2704 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2708 fn adds_amount_penalty_to_liquidity_penalty() {
2709 let logger = TestLogger::new();
2710 let network_graph = network_graph(&logger);
2711 let source = source_node_id();
2712 let target = target_node_id();
2713 let usage = ChannelUsage {
2714 amount_msat: 512_000,
2715 inflight_htlc_msat: 0,
2716 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2719 let params = ProbabilisticScoringFeeParameters {
2720 liquidity_penalty_multiplier_msat: 1_000,
2721 liquidity_penalty_amount_multiplier_msat: 0,
2722 ..ProbabilisticScoringFeeParameters::zero_penalty()
2724 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2725 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2727 let params = ProbabilisticScoringFeeParameters {
2728 liquidity_penalty_multiplier_msat: 1_000,
2729 liquidity_penalty_amount_multiplier_msat: 256,
2730 ..ProbabilisticScoringFeeParameters::zero_penalty()
2732 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2733 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2737 fn calculates_log10_without_overflowing_u64_max_value() {
2738 let logger = TestLogger::new();
2739 let network_graph = network_graph(&logger);
2740 let source = source_node_id();
2741 let target = target_node_id();
2742 let usage = ChannelUsage {
2743 amount_msat: u64::max_value(),
2744 inflight_htlc_msat: 0,
2745 effective_capacity: EffectiveCapacity::Infinite,
2748 let params = ProbabilisticScoringFeeParameters {
2749 liquidity_penalty_multiplier_msat: 40_000,
2750 ..ProbabilisticScoringFeeParameters::zero_penalty()
2752 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2753 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2758 fn accounts_for_inflight_htlc_usage() {
2759 let logger = TestLogger::new();
2760 let network_graph = network_graph(&logger);
2761 let params = ProbabilisticScoringFeeParameters {
2762 considered_impossible_penalty_msat: u64::max_value(),
2763 ..ProbabilisticScoringFeeParameters::zero_penalty()
2765 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2766 let source = source_node_id();
2767 let target = target_node_id();
2769 let usage = ChannelUsage {
2771 inflight_htlc_msat: 0,
2772 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2774 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2776 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2777 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2781 fn removes_uncertainity_when_exact_liquidity_known() {
2782 let logger = TestLogger::new();
2783 let network_graph = network_graph(&logger);
2784 let params = ProbabilisticScoringFeeParameters::default();
2785 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2786 let source = source_node_id();
2787 let target = target_node_id();
2789 let base_penalty_msat = params.base_penalty_msat;
2790 let usage = ChannelUsage {
2792 inflight_htlc_msat: 0,
2793 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2795 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2797 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2798 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2800 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2801 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2805 fn remembers_historical_failures() {
2806 let logger = TestLogger::new();
2807 let network_graph = network_graph(&logger);
2808 let params = ProbabilisticScoringFeeParameters {
2809 historical_liquidity_penalty_multiplier_msat: 1024,
2810 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2811 ..ProbabilisticScoringFeeParameters::zero_penalty()
2813 let decay_params = ProbabilisticScoringDecayParameters {
2814 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2815 historical_no_updates_half_life: Duration::from_secs(10),
2817 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2818 let source = source_node_id();
2819 let target = target_node_id();
2821 let usage = ChannelUsage {
2823 inflight_htlc_msat: 0,
2824 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2826 // With no historical data the normal liquidity penalty calculation is used.
2827 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2828 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2831 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2832 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2833 // The "it failed" increment is 32, where the probability should lie fully in the first
2835 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2836 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2838 // Even after we tell the scorer we definitely have enough available liquidity, it will
2839 // still remember that there was some failure in the past, and assign a non-0 penalty.
2840 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2841 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2842 // The first octile should be decayed just slightly and the last octile has a new point.
2843 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2844 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2846 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2847 // gone), and check that we're back to where we started.
2848 SinceEpoch::advance(Duration::from_secs(10 * 16));
2849 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2850 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2851 // data entirely instead.
2852 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2853 Some(([0; 8], [0; 8])));
2855 let usage = ChannelUsage {
2857 inflight_htlc_msat: 1024,
2858 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2860 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2861 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2863 let usage = ChannelUsage {
2865 inflight_htlc_msat: 0,
2866 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2868 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2870 // Advance to decay all liquidity offsets to zero.
2871 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2873 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2874 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2876 path_hop(target_pubkey(), 43, 2),
2877 path_hop(source_pubkey(), 42, 1),
2878 path_hop(sender_pubkey(), 41, 0),
2880 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2884 fn adds_anti_probing_penalty() {
2885 let logger = TestLogger::new();
2886 let network_graph = network_graph(&logger);
2887 let source = source_node_id();
2888 let target = target_node_id();
2889 let params = ProbabilisticScoringFeeParameters {
2890 anti_probing_penalty_msat: 500,
2891 ..ProbabilisticScoringFeeParameters::zero_penalty()
2893 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2895 // Check we receive no penalty for a low htlc_maximum_msat.
2896 let usage = ChannelUsage {
2897 amount_msat: 512_000,
2898 inflight_htlc_msat: 0,
2899 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2901 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2903 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2904 let usage = ChannelUsage {
2905 amount_msat: 512_000,
2906 inflight_htlc_msat: 0,
2907 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2909 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2911 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2912 let usage = ChannelUsage {
2913 amount_msat: 512_000,
2914 inflight_htlc_msat: 0,
2915 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2917 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2919 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2920 let usage = ChannelUsage {
2921 amount_msat: 512_000,
2922 inflight_htlc_msat: 0,
2923 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2925 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2929 fn scores_with_blinded_path() {
2930 // Make sure we'll account for a blinded path's final_value_msat in scoring
2931 let logger = TestLogger::new();
2932 let network_graph = network_graph(&logger);
2933 let params = ProbabilisticScoringFeeParameters {
2934 liquidity_penalty_multiplier_msat: 1_000,
2935 ..ProbabilisticScoringFeeParameters::zero_penalty()
2937 let decay_params = ProbabilisticScoringDecayParameters::default();
2938 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2939 let source = source_node_id();
2940 let target = target_node_id();
2941 let usage = ChannelUsage {
2943 inflight_htlc_msat: 0,
2944 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2946 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2948 let mut path = payment_path_for_amount(768);
2949 let recipient_hop = path.hops.pop().unwrap();
2950 let blinded_path = BlindedPath {
2951 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2952 blinding_point: test_utils::pubkey(42),
2954 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2957 path.blinded_tail = Some(BlindedTail {
2958 hops: blinded_path.blinded_hops,
2959 blinding_point: blinded_path.blinding_point,
2960 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
2961 final_value_msat: recipient_hop.fee_msat,
2964 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
2965 // final value is taken into account.
2966 assert!(scorer.channel_liquidities.get(&42).is_none());
2968 scorer.payment_path_failed(&path, 42);
2969 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
2970 scorer.payment_path_failed(&path, 43);
2972 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2973 .as_directed(&source, &target, 0, 1_000, decay_params);
2974 assert_eq!(liquidity.min_liquidity_msat(), 256);
2975 assert_eq!(liquidity.max_liquidity_msat(), 768);