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 /// This is not exported to bindings users
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 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
190 type Locked = RefMut<'a, T>;
192 fn lock(&'a self) -> Self::Locked {
198 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
199 pub struct MultiThreadedLockableScore<T: Score> {
204 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
206 type Locked = MultiThreadedScoreLock<'a, T>;
208 fn lock(&'a self) -> Self::Locked {
209 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
214 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
215 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
216 self.lock().write(writer)
221 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
224 impl<T: Score> MultiThreadedLockableScore<T> {
225 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
226 pub fn new(score: T) -> Self {
227 MultiThreadedLockableScore { score: Mutex::new(score) }
232 /// A locked `MultiThreadedLockableScore`.
233 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
236 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
237 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
243 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
244 fn deref_mut(&mut self) -> &mut Self::Target {
250 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
253 fn deref(&self) -> &Self::Target {
259 /// This is not exported to bindings users
260 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
261 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
262 T::write(&**self, writer)
267 /// This is not exported to bindings users
268 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
269 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
270 S::write(&**self, writer)
274 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
275 #[derive(Clone, Copy, Debug, PartialEq)]
276 pub struct ChannelUsage {
277 /// The amount to send through the channel, denominated in millisatoshis.
278 pub amount_msat: u64,
280 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
281 /// as part of a multi-path payment.
282 pub inflight_htlc_msat: u64,
284 /// The effective capacity of the channel.
285 pub effective_capacity: EffectiveCapacity,
289 /// [`Score`] implementation that uses a fixed penalty.
290 pub struct FixedPenaltyScorer {
294 impl FixedPenaltyScorer {
295 /// Creates a new scorer using `penalty_msat`.
296 pub fn with_penalty(penalty_msat: u64) -> Self {
297 Self { penalty_msat }
301 impl Score for FixedPenaltyScorer {
302 type ScoreParams = ();
303 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
307 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
309 fn payment_path_successful(&mut self, _path: &Path) {}
311 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
313 fn probe_successful(&mut self, _path: &Path) {}
316 impl Writeable for FixedPenaltyScorer {
318 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
319 write_tlv_fields!(w, {});
324 impl ReadableArgs<u64> for FixedPenaltyScorer {
326 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
327 read_tlv_fields!(r, {});
328 Ok(Self { penalty_msat })
332 #[cfg(not(feature = "no-std"))]
333 type ConfiguredTime = crate::util::time::MonotonicTime;
334 #[cfg(feature = "no-std")]
335 use crate::util::time::Eternity;
336 #[cfg(feature = "no-std")]
337 type ConfiguredTime = Eternity;
339 /// [`Score`] implementation using channel success probability distributions.
341 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
342 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
343 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
344 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
346 /// These bounds are then used to determine a success probability using the formula from
347 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
348 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
350 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
351 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
352 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
353 /// terms of the entire path's success probability. This allows the router to directly compare
354 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
356 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
358 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
359 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
360 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
361 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
366 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
369 /// [1]: https://arxiv.org/abs/2107.05322
370 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
371 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
372 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
373 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
374 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
375 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
377 /// Probabilistic [`Score`] implementation.
379 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
380 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
381 where L::Target: Logger {
382 decay_params: ProbabilisticScoringDecayParameters,
385 // TODO: Remove entries of closed channels.
386 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
389 /// Parameters for configuring [`ProbabilisticScorer`].
391 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
392 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
394 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
397 pub struct ProbabilisticScoringFeeParameters {
398 /// A fixed penalty in msats to apply to each channel.
400 /// Default value: 500 msat
401 pub base_penalty_msat: u64,
403 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
404 /// channel, in excess of the [`base_penalty_msat`].
406 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
407 /// fees plus penalty) for large payments. The penalty is computed as the product of this
408 /// multiplier and `2^30`ths of the payment amount.
410 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
412 /// Default value: 8,192 msat
414 /// [`base_penalty_msat`]: Self::base_penalty_msat
415 pub base_penalty_amount_multiplier_msat: u64,
417 /// A multiplier used in conjunction with the negative `log10` of the channel's success
418 /// probability for a payment, as determined by our latest estimates of the channel's
419 /// liquidity, to determine the liquidity penalty.
421 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
422 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
423 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
424 /// lower bounding the success probability to `0.01`) when the amount falls within the
425 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
426 /// result in a `u64::max_value` penalty, however.
428 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
430 /// Default value: 30,000 msat
432 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
433 pub liquidity_penalty_multiplier_msat: u64,
435 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
436 /// channel's success probability for the payment, as determined by our latest estimates of the
437 /// channel's liquidity, to determine the amount penalty.
439 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
440 /// fees plus penalty) for large payments. The penalty is computed as the product of this
441 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
442 /// success probability.
444 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
446 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
447 /// the amount will result in a penalty of the multiplier. And, as the success probability
448 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
449 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
452 /// Default value: 192 msat
453 pub liquidity_penalty_amount_multiplier_msat: u64,
455 /// A multiplier used in conjunction with the negative `log10` of the channel's success
456 /// probability for the payment, as determined based on the history of our estimates of the
457 /// channel's available liquidity, to determine a penalty.
459 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
460 /// only our latest estimate for the current liquidity available in the channel, it estimates
461 /// success probability based on the estimated liquidity available in the channel through
462 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
463 /// track which of several buckets those bounds fall into, exponentially decaying the
464 /// probability of each bucket as new samples are added.
466 /// Default value: 10,000 msat
468 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
469 pub historical_liquidity_penalty_multiplier_msat: u64,
471 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
472 /// channel's success probability for the payment, as determined based on the history of our
473 /// estimates of the channel's available liquidity, to determine a penalty.
475 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
476 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
477 /// of the payment amount, weighted by the negative `log10` of the success probability.
479 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
480 /// of using only our latest estimate for the current liquidity available in the channel, it
481 /// estimates success probability based on the estimated liquidity available in the channel
482 /// through history. Specifically, every time we update our liquidity bounds on a given
483 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
484 /// the probability of each bucket as new samples are added.
486 /// Default value: 64 msat
488 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
489 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
491 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
492 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
493 /// considered during path finding.
495 /// This is not exported to bindings users
496 pub manual_node_penalties: HashMap<NodeId, u64>,
498 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
499 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
500 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
501 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
502 /// to restrict `htlc_maximum_msat` and improve privacy.
504 /// Default value: 250 msat
505 pub anti_probing_penalty_msat: u64,
507 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
508 /// current estimate of the channel's available liquidity.
510 /// Note that in this case all other penalties, including the
511 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
512 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
513 /// applicable, are still included in the overall penalty.
515 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
516 /// `u64::max_value()` will guarantee that.
518 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
520 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
521 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
522 /// [`base_penalty_msat`]: Self::base_penalty_msat
523 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
524 pub considered_impossible_penalty_msat: u64,
527 impl Default for ProbabilisticScoringFeeParameters {
528 fn default() -> Self {
530 base_penalty_msat: 500,
531 base_penalty_amount_multiplier_msat: 8192,
532 liquidity_penalty_multiplier_msat: 30_000,
533 liquidity_penalty_amount_multiplier_msat: 192,
534 manual_node_penalties: HashMap::new(),
535 anti_probing_penalty_msat: 250,
536 considered_impossible_penalty_msat: 1_0000_0000_000,
537 historical_liquidity_penalty_multiplier_msat: 10_000,
538 historical_liquidity_penalty_amount_multiplier_msat: 64,
543 impl ProbabilisticScoringFeeParameters {
544 /// Marks the node with the given `node_id` as banned,
545 /// i.e it will be avoided during path finding.
546 pub fn add_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.insert(*node_id, u64::max_value());
550 /// Marks all nodes in the given list as banned, i.e.,
551 /// they will be avoided during path finding.
552 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
554 self.manual_node_penalties.insert(id, u64::max_value());
558 /// Removes the node with the given `node_id` from the list of nodes to avoid.
559 pub fn remove_banned(&mut self, node_id: &NodeId) {
560 self.manual_node_penalties.remove(node_id);
563 /// Sets a manual penalty for the given node.
564 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
565 self.manual_node_penalties.insert(*node_id, penalty);
568 /// Removes the node with the given `node_id` from the list of manual penalties.
569 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
570 self.manual_node_penalties.remove(node_id);
573 /// Clears the list of manual penalties that are applied during path finding.
574 pub fn clear_manual_penalties(&mut self) {
575 self.manual_node_penalties = HashMap::new();
580 impl ProbabilisticScoringFeeParameters {
581 fn zero_penalty() -> Self {
583 base_penalty_msat: 0,
584 base_penalty_amount_multiplier_msat: 0,
585 liquidity_penalty_multiplier_msat: 0,
586 liquidity_penalty_amount_multiplier_msat: 0,
587 historical_liquidity_penalty_multiplier_msat: 0,
588 historical_liquidity_penalty_amount_multiplier_msat: 0,
589 manual_node_penalties: HashMap::new(),
590 anti_probing_penalty_msat: 0,
591 considered_impossible_penalty_msat: 0,
596 /// Parameters for configuring [`ProbabilisticScorer`].
598 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
599 /// these decay parameters affect the score of the channel penalty and are not changed on a
600 /// per-route penalty cost call.
601 #[derive(Copy, Clone)]
602 pub struct ProbabilisticScoringDecayParameters {
603 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
604 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
605 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
607 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
609 /// Note that after 16 or more half lives all historical data will be completely gone.
611 /// Default value: 14 days
613 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
614 pub historical_no_updates_half_life: Duration,
616 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
617 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
618 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
621 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
622 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
623 /// struct documentation for more info on the way the liquidity bounds are used.
625 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
626 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
627 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
629 /// Default value: 6 hours
633 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
634 /// liquidity knowledge will never decay except when the bounds cross.
635 pub liquidity_offset_half_life: Duration,
638 impl Default for ProbabilisticScoringDecayParameters {
639 fn default() -> Self {
641 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
642 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
648 impl ProbabilisticScoringDecayParameters {
649 fn zero_penalty() -> Self {
651 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
652 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
657 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
658 /// in each of 8 buckets.
659 #[derive(Clone, Copy)]
660 struct HistoricalBucketRangeTracker {
664 impl HistoricalBucketRangeTracker {
665 fn new() -> Self { Self { buckets: [0; 8] } }
666 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
667 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
668 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
670 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
671 // the buckets for the current min and max liquidity offset positions.
673 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
674 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
675 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
677 // In total, this allows us to track data for the last 8,000 or so payments across a given
680 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
681 // and need to balance having more bits in the decimal part (to ensure decay isn't too
682 // non-linear) with having too few bits in the mantissa, causing us to not store very many
685 // The constants were picked experimentally, selecting a decay amount that restricts us
686 // from overflowing buckets without having to cap them manually.
688 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
689 // the channel's capacity, though the second should generally never happen.
690 debug_assert!(liquidity_offset_msat <= capacity_msat);
691 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
692 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
693 debug_assert!(bucket_idx < 8);
695 for e in self.buckets.iter_mut() {
696 *e = ((*e as u32) * 2047 / 2048) as u16;
698 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
701 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
702 /// datapoints as we receive newer information.
703 fn time_decay_data(&mut self, half_lives: u32) {
704 for e in self.buckets.iter_mut() {
705 *e = e.checked_shr(half_lives).unwrap_or(0);
710 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
712 struct HistoricalMinMaxBuckets<'a> {
713 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
714 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
717 impl HistoricalMinMaxBuckets<'_> {
719 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
720 -> ([u16; 8], [u16; 8], u32) {
721 let required_decays = now.duration_since(last_updated).as_secs()
722 .checked_div(half_life.as_secs())
723 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
724 let mut min_buckets = *self.min_liquidity_offset_history;
725 min_buckets.time_decay_data(required_decays);
726 let mut max_buckets = *self.max_liquidity_offset_history;
727 max_buckets.time_decay_data(required_decays);
728 (min_buckets.buckets, max_buckets.buckets, required_decays)
732 fn calculate_success_probability_times_billion<T: Time>(
733 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
735 // If historical penalties are enabled, calculate the penalty by walking the set of
736 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
737 // each, calculate the probability of success given our payment amount, then total the
738 // weighted average probability of success.
740 // We use a sliding scale to decide which point within a given bucket will be compared to
741 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
742 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
743 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
744 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
745 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
746 // penalties to channels at the edges.
748 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
749 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
750 // for a 1 BTC channel!).
752 // If we used the middle of each bucket we'd never assign any penalty at all when sending
753 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
754 let mut total_valid_points_tracked = 0;
756 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
757 // don't actually use the decayed buckets, though, as that would lose precision.
758 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
759 self.get_decayed_buckets(now, last_updated, half_life);
760 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
764 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
765 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
766 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
769 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
770 // it as if we were fully decayed.
771 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
775 let mut cumulative_success_prob_times_billion = 0;
776 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
777 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
778 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
779 * 1024 * 1024 / total_valid_points_tracked;
780 let min_64th_bucket = min_idx as u8 * 9;
781 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
782 if payment_amt_64th_bucket > max_64th_bucket {
783 // Success probability 0, the payment amount is above the max liquidity
784 } else if payment_amt_64th_bucket <= min_64th_bucket {
785 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
787 cumulative_success_prob_times_billion += bucket_prob_times_million *
788 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
789 ((max_64th_bucket - min_64th_bucket) as u64);
794 Some(cumulative_success_prob_times_billion)
798 /// Accounting for channel liquidity balance uncertainty.
800 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
801 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
802 /// offset fields gives the opposite direction.
803 struct ChannelLiquidity<T: Time> {
804 /// Lower channel liquidity bound in terms of an offset from zero.
805 min_liquidity_offset_msat: u64,
807 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
808 max_liquidity_offset_msat: u64,
810 /// Time when the liquidity bounds were last modified.
813 min_liquidity_offset_history: HistoricalBucketRangeTracker,
814 max_liquidity_offset_history: HistoricalBucketRangeTracker,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 min_liquidity_offset_history: BRT,
823 max_liquidity_offset_history: BRT,
824 inflight_htlc_msat: u64,
828 decay_params: ProbabilisticScoringDecayParameters,
831 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
832 /// Creates a new scorer using the given scoring parameters for sending payments from a node
833 /// through a network graph.
834 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
839 channel_liquidities: HashMap::new(),
844 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
845 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
849 /// Dump the contents of this scorer into the configured logger.
851 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
852 /// which may be a substantial amount of log output.
853 pub fn debug_log_liquidity_stats(&self) {
856 let graph = self.network_graph.read_only();
857 for (scid, liq) in self.channel_liquidities.iter() {
858 if let Some(chan_debug) = graph.channels().get(scid) {
859 let log_direction = |source, target| {
860 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
861 let amt = directed_info.effective_capacity().as_msat();
862 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
864 let buckets = HistoricalMinMaxBuckets {
865 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
866 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
868 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
869 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
871 log_debug!(self.logger, core::concat!(
872 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
873 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
874 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
875 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
876 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
877 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
878 // Note that the liquidity buckets are an offset from the edge, so we
879 // inverse the max order to get the probabilities from zero.
880 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
881 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
883 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
887 log_direction(&chan_debug.node_one, &chan_debug.node_two);
888 log_direction(&chan_debug.node_two, &chan_debug.node_one);
890 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
895 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
896 /// channel with `scid` towards the given `target` node.
897 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
898 let graph = self.network_graph.read_only();
900 if let Some(chan) = graph.channels().get(&scid) {
901 if let Some(liq) = self.channel_liquidities.get(&scid) {
902 if let Some((directed_info, source)) = chan.as_directed_to(target) {
903 let amt = directed_info.effective_capacity().as_msat();
904 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
905 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
912 /// Query the historical estimated minimum and maximum liquidity available for sending a
913 /// payment over the channel with `scid` towards the given `target` node.
915 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
916 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
917 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
918 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
919 /// Because the values are slowly decayed, more recent data points are weighted more heavily
920 /// than older datapoints.
922 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
923 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
924 /// the total of all buckets for the given bound.
926 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
927 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
928 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
929 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
931 /// Because the datapoints are decayed slowly over time, values will eventually return to
932 /// `Some(([0; 8], [0; 8]))`.
933 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
934 -> Option<([u16; 8], [u16; 8])> {
935 let graph = self.network_graph.read_only();
937 if let Some(chan) = graph.channels().get(&scid) {
938 if let Some(liq) = self.channel_liquidities.get(&scid) {
939 if let Some((directed_info, source)) = chan.as_directed_to(target) {
940 let amt = directed_info.effective_capacity().as_msat();
941 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
943 let buckets = HistoricalMinMaxBuckets {
944 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
945 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
947 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
948 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
949 // Note that the liquidity buckets are an offset from the edge, so we inverse
950 // the max order to get the probabilities from zero.
951 max_buckets.reverse();
952 return Some((min_buckets, max_buckets));
960 impl<T: Time> ChannelLiquidity<T> {
964 min_liquidity_offset_msat: 0,
965 max_liquidity_offset_msat: 0,
966 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
967 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
968 last_updated: T::now(),
972 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
975 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
976 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
977 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
979 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
980 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
982 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
983 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
986 DirectedChannelLiquidity {
987 min_liquidity_offset_msat,
988 max_liquidity_offset_msat,
989 min_liquidity_offset_history,
990 max_liquidity_offset_history,
993 last_updated: &self.last_updated,
995 decay_params: decay_params,
999 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1000 /// `capacity_msat`.
1002 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1003 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1004 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1005 if source < target {
1006 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1007 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1009 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1010 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1013 DirectedChannelLiquidity {
1014 min_liquidity_offset_msat,
1015 max_liquidity_offset_msat,
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &mut self.last_updated,
1022 decay_params: decay_params,
1027 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1029 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1031 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1032 /// ratio, as X in 1/X.
1033 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1035 /// The divisor used when computing the amount penalty.
1036 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1037 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1039 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1040 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1042 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1043 let max_liquidity_msat = self.max_liquidity_msat();
1044 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1046 let mut res = if amount_msat <= min_liquidity_msat {
1048 } else if amount_msat >= max_liquidity_msat {
1049 // Equivalent to hitting the else clause below with the amount equal to the effective
1050 // capacity and without any certainty on the liquidity upper bound, plus the
1051 // impossibility penalty.
1052 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1053 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1054 score_params.liquidity_penalty_multiplier_msat,
1055 score_params.liquidity_penalty_amount_multiplier_msat)
1056 .saturating_add(score_params.considered_impossible_penalty_msat)
1058 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1059 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1060 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1061 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1062 // don't bother trying to use the log approximation as it gets too noisy to be
1063 // particularly helpful, instead just round down to 0.
1066 let negative_log10_times_2048 =
1067 approx::negative_log10_times_2048(numerator, denominator);
1068 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1069 score_params.liquidity_penalty_multiplier_msat,
1070 score_params.liquidity_penalty_amount_multiplier_msat)
1074 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1075 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1076 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1077 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1079 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1080 // division. This branch should only be hit in fuzz testing since the amount would
1081 // need to be over 2.88 million BTC in practice.
1082 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1083 .try_into().unwrap_or(65)
1085 #[cfg(not(fuzzing))]
1086 debug_assert!(payment_amt_64th_bucket <= 64);
1087 if payment_amt_64th_bucket > 64 { return res; }
1089 let buckets = HistoricalMinMaxBuckets {
1090 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1091 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1093 if let Some(cumulative_success_prob_times_billion) = buckets
1094 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1095 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1097 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1098 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1099 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1100 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1102 // If we don't have any valid points (or, once decayed, we have less than a full
1103 // point), redo the non-historical calculation with no liquidity bounds tracked and
1104 // the historical penalty multipliers.
1105 let available_capacity = self.available_capacity();
1106 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1107 let denominator = available_capacity.saturating_add(1);
1108 let negative_log10_times_2048 =
1109 approx::negative_log10_times_2048(numerator, denominator);
1110 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1111 score_params.historical_liquidity_penalty_multiplier_msat,
1112 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1119 /// Computes the liquidity penalty from the penalty multipliers.
1121 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1122 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1124 let liquidity_penalty_msat = {
1125 // Upper bound the liquidity penalty to ensure some channel is selected.
1126 let multiplier_msat = liquidity_penalty_multiplier_msat;
1127 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1128 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1130 let amount_penalty_msat = negative_log10_times_2048
1131 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1132 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1134 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1137 /// Returns the lower bound of the channel liquidity balance in this direction.
1138 fn min_liquidity_msat(&self) -> u64 {
1139 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1142 /// Returns the upper bound of the channel liquidity balance in this direction.
1143 fn max_liquidity_msat(&self) -> u64 {
1144 self.available_capacity()
1145 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1148 /// Returns the capacity minus the in-flight HTLCs in this direction.
1149 fn available_capacity(&self) -> u64 {
1150 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1153 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1154 self.now.duration_since(*self.last_updated).as_secs()
1155 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1156 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1161 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1162 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1163 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1164 let existing_max_msat = self.max_liquidity_msat();
1165 if amount_msat < existing_max_msat {
1166 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1167 self.set_max_liquidity_msat(amount_msat);
1169 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1170 chan_descr, existing_max_msat, amount_msat);
1172 self.update_history_buckets();
1175 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1176 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1177 let existing_min_msat = self.min_liquidity_msat();
1178 if amount_msat > existing_min_msat {
1179 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1180 self.set_min_liquidity_msat(amount_msat);
1182 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1183 chan_descr, existing_min_msat, amount_msat);
1185 self.update_history_buckets();
1188 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1189 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1190 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1191 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1192 self.set_max_liquidity_msat(max_liquidity_msat);
1193 self.update_history_buckets();
1196 fn update_history_buckets(&mut self) {
1197 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1198 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1199 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1200 self.min_liquidity_offset_history.time_decay_data(half_lives);
1201 self.max_liquidity_offset_history.time_decay_data(half_lives);
1203 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1204 self.min_liquidity_offset_history.track_datapoint(
1205 min_liquidity_offset_msat, self.capacity_msat
1207 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1208 self.max_liquidity_offset_history.track_datapoint(
1209 max_liquidity_offset_msat, self.capacity_msat
1213 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1214 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1215 *self.min_liquidity_offset_msat = amount_msat;
1216 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1219 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1221 *self.last_updated = self.now;
1224 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1225 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1226 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1227 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1230 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1232 *self.last_updated = self.now;
1236 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1237 type ScoreParams = ProbabilisticScoringFeeParameters;
1238 fn channel_penalty_msat(
1239 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1241 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1245 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1246 score_params.base_penalty_amount_multiplier_msat
1247 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1249 let mut anti_probing_penalty_msat = 0;
1250 match usage.effective_capacity {
1251 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1252 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1254 if usage.amount_msat > amount_msat {
1255 return u64::max_value();
1257 return base_penalty_msat;
1260 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1261 if htlc_maximum_msat >= capacity_msat/2 {
1262 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1268 let amount_msat = usage.amount_msat;
1269 let capacity_msat = usage.effective_capacity.as_msat();
1270 let inflight_htlc_msat = usage.inflight_htlc_msat;
1271 self.channel_liquidities
1272 .get(&short_channel_id)
1273 .unwrap_or(&ChannelLiquidity::new())
1274 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1275 .penalty_msat(amount_msat, score_params)
1276 .saturating_add(anti_probing_penalty_msat)
1277 .saturating_add(base_penalty_msat)
1280 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1281 let amount_msat = path.final_value_msat();
1282 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1283 let network_graph = self.network_graph.read_only();
1284 for (hop_idx, hop) in path.hops.iter().enumerate() {
1285 let target = NodeId::from_pubkey(&hop.pubkey);
1286 let channel_directed_from_source = network_graph.channels()
1287 .get(&hop.short_channel_id)
1288 .and_then(|channel| channel.as_directed_to(&target));
1290 let at_failed_channel = hop.short_channel_id == short_channel_id;
1291 if at_failed_channel && hop_idx == 0 {
1292 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);
1295 // Only score announced channels.
1296 if let Some((channel, source)) = channel_directed_from_source {
1297 let capacity_msat = channel.effective_capacity().as_msat();
1298 if at_failed_channel {
1299 self.channel_liquidities
1300 .entry(hop.short_channel_id)
1301 .or_insert_with(ChannelLiquidity::new)
1302 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1303 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1305 self.channel_liquidities
1306 .entry(hop.short_channel_id)
1307 .or_insert_with(ChannelLiquidity::new)
1308 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1309 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1312 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).",
1313 hop.short_channel_id);
1315 if at_failed_channel { break; }
1319 fn payment_path_successful(&mut self, path: &Path) {
1320 let amount_msat = path.final_value_msat();
1321 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1322 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1323 let network_graph = self.network_graph.read_only();
1324 for hop in &path.hops {
1325 let target = NodeId::from_pubkey(&hop.pubkey);
1326 let channel_directed_from_source = network_graph.channels()
1327 .get(&hop.short_channel_id)
1328 .and_then(|channel| channel.as_directed_to(&target));
1330 // Only score announced channels.
1331 if let Some((channel, source)) = channel_directed_from_source {
1332 let capacity_msat = channel.effective_capacity().as_msat();
1333 self.channel_liquidities
1334 .entry(hop.short_channel_id)
1335 .or_insert_with(ChannelLiquidity::new)
1336 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1337 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1339 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).",
1340 hop.short_channel_id);
1345 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1346 self.payment_path_failed(path, short_channel_id)
1349 fn probe_successful(&mut self, path: &Path) {
1350 self.payment_path_failed(path, u64::max_value())
1355 const BITS: u32 = 64;
1356 const HIGHEST_BIT: u32 = BITS - 1;
1357 const LOWER_BITS: u32 = 6;
1358 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1359 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1361 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1362 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1363 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1364 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1365 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1366 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1367 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1368 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1369 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1370 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1371 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1372 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1373 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1374 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1375 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1376 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1377 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1378 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1379 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1380 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1381 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1382 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1383 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1384 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1385 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1386 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1387 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1388 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1389 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1390 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1391 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1392 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1393 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1394 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1395 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1396 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1397 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1398 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1399 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1400 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1401 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1402 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1403 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1404 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1405 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1406 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1407 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1408 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1409 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1410 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1411 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1412 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1413 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1414 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1415 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1416 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1417 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1418 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1419 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1420 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1421 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1422 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1423 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1424 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1425 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1426 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1427 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1428 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1429 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1430 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1431 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1432 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1433 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1434 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1435 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1436 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1437 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1438 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1439 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1440 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1441 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1442 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1443 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1444 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1445 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1446 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1447 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1448 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1449 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1450 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1451 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1452 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1453 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1454 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1455 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1456 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1457 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1458 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1459 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1460 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1461 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1462 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1463 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1464 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1465 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1466 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1467 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1468 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1469 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1470 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1471 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1472 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1473 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1474 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1475 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1476 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1477 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1478 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1479 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1480 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1481 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1482 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1483 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1484 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1485 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1486 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1487 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1488 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1489 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1490 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1491 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1492 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1493 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1494 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1495 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1496 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1497 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1498 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1499 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1500 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1501 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1502 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1503 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1504 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1505 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1506 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1507 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1508 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1509 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1510 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1511 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1512 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1513 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1514 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1515 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1516 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1517 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1518 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1519 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1520 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1521 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1522 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1523 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1524 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1525 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1526 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1527 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1528 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1529 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1530 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1531 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1532 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1533 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1534 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1535 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1536 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1537 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1538 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1539 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1540 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1541 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1542 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1543 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1544 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1545 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1546 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1547 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1548 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1549 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1550 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1551 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1552 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1553 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1554 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1555 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1556 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1557 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1558 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1559 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1560 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1561 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1562 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1563 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1564 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1565 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1566 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1567 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1568 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1569 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1570 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1571 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1572 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1573 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1574 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1575 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1576 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1577 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1578 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1579 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1580 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1581 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1582 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1583 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1584 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1585 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1586 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1587 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1588 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1589 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1590 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1591 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1592 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1593 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1594 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1595 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1596 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1597 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1598 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1599 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1600 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1601 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1602 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1603 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1604 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1605 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1606 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1607 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1608 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1609 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1610 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1611 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1612 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1613 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1614 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1615 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1616 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1617 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1618 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1619 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1622 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1624 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1625 // Multiply the -1 through to avoid needing to use signed numbers.
1626 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1630 fn log10_times_2048(x: u64) -> u16 {
1631 debug_assert_ne!(x, 0);
1632 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1633 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1634 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1642 fn prints_negative_log10_times_2048_lookup_table() {
1643 for msb in 0..BITS {
1644 for i in 0..LOWER_BITS_BOUND {
1645 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1646 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1647 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1649 if i % LOWER_BITS_BOUND == 0 {
1650 print!("\t\t[{}, ", log10_times_2048);
1651 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1652 println!("{}],", log10_times_2048);
1653 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1654 print!("{},\n\t\t\t", log10_times_2048);
1656 print!("{}, ", log10_times_2048);
1664 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1666 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1667 write_tlv_fields!(w, {
1668 (0, self.channel_liquidities, required),
1674 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1675 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1678 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1679 ) -> Result<Self, DecodeError> {
1680 let (decay_params, network_graph, logger) = args;
1681 let mut channel_liquidities = HashMap::new();
1682 read_tlv_fields!(r, {
1683 (0, channel_liquidities, required),
1689 channel_liquidities,
1694 impl<T: Time> Writeable for ChannelLiquidity<T> {
1696 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1697 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1698 write_tlv_fields!(w, {
1699 (0, self.min_liquidity_offset_msat, required),
1700 (1, Some(self.min_liquidity_offset_history), option),
1701 (2, self.max_liquidity_offset_msat, required),
1702 (3, Some(self.max_liquidity_offset_history), option),
1703 (4, duration_since_epoch, required),
1709 impl<T: Time> Readable for ChannelLiquidity<T> {
1711 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1712 let mut min_liquidity_offset_msat = 0;
1713 let mut max_liquidity_offset_msat = 0;
1714 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1715 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1716 let mut duration_since_epoch = Duration::from_secs(0);
1717 read_tlv_fields!(r, {
1718 (0, min_liquidity_offset_msat, required),
1719 (1, min_liquidity_offset_history, option),
1720 (2, max_liquidity_offset_msat, required),
1721 (3, max_liquidity_offset_history, option),
1722 (4, duration_since_epoch, required),
1724 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1725 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1726 // is a time from a monotonic clock usually represented as an offset against boot time).
1727 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1728 // from the one that was written. However, because `Instant` can panic if we construct one
1729 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1730 // using `Instant::now()` in that case.
1731 let wall_clock_now = T::duration_since_epoch();
1733 let last_updated = if wall_clock_now > duration_since_epoch {
1734 now - (wall_clock_now - duration_since_epoch)
1737 min_liquidity_offset_msat,
1738 max_liquidity_offset_msat,
1739 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1740 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1748 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1749 use crate::blinded_path::{BlindedHop, BlindedPath};
1750 use crate::util::config::UserConfig;
1751 use crate::util::time::Time;
1752 use crate::util::time::tests::SinceEpoch;
1754 use crate::ln::channelmanager;
1755 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1756 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1757 use crate::routing::router::{BlindedTail, Path, RouteHop};
1758 use crate::routing::scoring::{ChannelUsage, Score};
1759 use crate::util::ser::{ReadableArgs, Writeable};
1760 use crate::util::test_utils::{self, TestLogger};
1762 use bitcoin::blockdata::constants::genesis_block;
1763 use bitcoin::hashes::Hash;
1764 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1765 use bitcoin::network::constants::Network;
1766 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1767 use core::time::Duration;
1770 fn source_privkey() -> SecretKey {
1771 SecretKey::from_slice(&[42; 32]).unwrap()
1774 fn target_privkey() -> SecretKey {
1775 SecretKey::from_slice(&[43; 32]).unwrap()
1778 fn source_pubkey() -> PublicKey {
1779 let secp_ctx = Secp256k1::new();
1780 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1783 fn target_pubkey() -> PublicKey {
1784 let secp_ctx = Secp256k1::new();
1785 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1788 fn source_node_id() -> NodeId {
1789 NodeId::from_pubkey(&source_pubkey())
1792 fn target_node_id() -> NodeId {
1793 NodeId::from_pubkey(&target_pubkey())
1796 // `ProbabilisticScorer` tests
1798 /// A probabilistic scorer for testing with time that can be manually advanced.
1799 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1801 fn sender_privkey() -> SecretKey {
1802 SecretKey::from_slice(&[41; 32]).unwrap()
1805 fn recipient_privkey() -> SecretKey {
1806 SecretKey::from_slice(&[45; 32]).unwrap()
1809 fn sender_pubkey() -> PublicKey {
1810 let secp_ctx = Secp256k1::new();
1811 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1814 fn recipient_pubkey() -> PublicKey {
1815 let secp_ctx = Secp256k1::new();
1816 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1819 fn sender_node_id() -> NodeId {
1820 NodeId::from_pubkey(&sender_pubkey())
1823 fn recipient_node_id() -> NodeId {
1824 NodeId::from_pubkey(&recipient_pubkey())
1827 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1828 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1829 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1830 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1836 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1837 node_2_key: SecretKey
1839 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1840 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1841 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1842 let secp_ctx = Secp256k1::new();
1843 let unsigned_announcement = UnsignedChannelAnnouncement {
1844 features: channelmanager::provided_channel_features(&UserConfig::default()),
1845 chain_hash: genesis_hash,
1847 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1848 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1849 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1850 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1851 excess_data: Vec::new(),
1853 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1854 let signed_announcement = ChannelAnnouncement {
1855 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1856 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1857 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1858 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1859 contents: unsigned_announcement,
1861 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1862 network_graph.update_channel_from_announcement(
1863 &signed_announcement, &chain_source).unwrap();
1864 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1865 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1869 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1870 flags: u8, htlc_maximum_msat: u64
1872 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1873 let secp_ctx = Secp256k1::new();
1874 let unsigned_update = UnsignedChannelUpdate {
1875 chain_hash: genesis_hash,
1879 cltv_expiry_delta: 18,
1880 htlc_minimum_msat: 0,
1883 fee_proportional_millionths: 0,
1884 excess_data: Vec::new(),
1886 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1887 let signed_update = ChannelUpdate {
1888 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1889 contents: unsigned_update,
1891 network_graph.update_channel(&signed_update).unwrap();
1894 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1895 let config = UserConfig::default();
1898 node_features: channelmanager::provided_node_features(&config),
1900 channel_features: channelmanager::provided_channel_features(&config),
1902 cltv_expiry_delta: 18,
1906 fn payment_path_for_amount(amount_msat: u64) -> Path {
1909 path_hop(source_pubkey(), 41, 1),
1910 path_hop(target_pubkey(), 42, 2),
1911 path_hop(recipient_pubkey(), 43, amount_msat),
1912 ], blinded_tail: None,
1917 fn liquidity_bounds_directed_from_lowest_node_id() {
1918 let logger = TestLogger::new();
1919 let last_updated = SinceEpoch::now();
1920 let network_graph = network_graph(&logger);
1921 let decay_params = ProbabilisticScoringDecayParameters::default();
1922 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1925 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1926 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1927 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1931 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1932 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1933 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1935 let source = source_node_id();
1936 let target = target_node_id();
1937 let recipient = recipient_node_id();
1938 assert!(source > target);
1939 assert!(target < recipient);
1941 // Update minimum liquidity.
1943 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1944 .as_directed(&source, &target, 0, 1_000, decay_params);
1945 assert_eq!(liquidity.min_liquidity_msat(), 100);
1946 assert_eq!(liquidity.max_liquidity_msat(), 300);
1948 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1949 .as_directed(&target, &source, 0, 1_000, decay_params);
1950 assert_eq!(liquidity.min_liquidity_msat(), 700);
1951 assert_eq!(liquidity.max_liquidity_msat(), 900);
1953 scorer.channel_liquidities.get_mut(&42).unwrap()
1954 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1955 .set_min_liquidity_msat(200);
1957 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1958 .as_directed(&source, &target, 0, 1_000, decay_params);
1959 assert_eq!(liquidity.min_liquidity_msat(), 200);
1960 assert_eq!(liquidity.max_liquidity_msat(), 300);
1962 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1963 .as_directed(&target, &source, 0, 1_000, decay_params);
1964 assert_eq!(liquidity.min_liquidity_msat(), 700);
1965 assert_eq!(liquidity.max_liquidity_msat(), 800);
1967 // Update maximum liquidity.
1969 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1970 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1971 assert_eq!(liquidity.min_liquidity_msat(), 700);
1972 assert_eq!(liquidity.max_liquidity_msat(), 900);
1974 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1975 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1976 assert_eq!(liquidity.min_liquidity_msat(), 100);
1977 assert_eq!(liquidity.max_liquidity_msat(), 300);
1979 scorer.channel_liquidities.get_mut(&43).unwrap()
1980 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1981 .set_max_liquidity_msat(200);
1983 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1984 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1985 assert_eq!(liquidity.min_liquidity_msat(), 0);
1986 assert_eq!(liquidity.max_liquidity_msat(), 200);
1988 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1989 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1990 assert_eq!(liquidity.min_liquidity_msat(), 800);
1991 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1995 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1996 let logger = TestLogger::new();
1997 let last_updated = SinceEpoch::now();
1998 let network_graph = network_graph(&logger);
1999 let decay_params = ProbabilisticScoringDecayParameters::default();
2000 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2003 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2004 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2005 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2007 let source = source_node_id();
2008 let target = target_node_id();
2009 assert!(source > target);
2011 // Check initial bounds.
2012 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2013 .as_directed(&source, &target, 0, 1_000, decay_params);
2014 assert_eq!(liquidity.min_liquidity_msat(), 400);
2015 assert_eq!(liquidity.max_liquidity_msat(), 800);
2017 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2018 .as_directed(&target, &source, 0, 1_000, decay_params);
2019 assert_eq!(liquidity.min_liquidity_msat(), 200);
2020 assert_eq!(liquidity.max_liquidity_msat(), 600);
2022 // Reset from source to target.
2023 scorer.channel_liquidities.get_mut(&42).unwrap()
2024 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2025 .set_min_liquidity_msat(900);
2027 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2028 .as_directed(&source, &target, 0, 1_000, decay_params);
2029 assert_eq!(liquidity.min_liquidity_msat(), 900);
2030 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2032 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2033 .as_directed(&target, &source, 0, 1_000, decay_params);
2034 assert_eq!(liquidity.min_liquidity_msat(), 0);
2035 assert_eq!(liquidity.max_liquidity_msat(), 100);
2037 // Reset from target to source.
2038 scorer.channel_liquidities.get_mut(&42).unwrap()
2039 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2040 .set_min_liquidity_msat(400);
2042 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2043 .as_directed(&source, &target, 0, 1_000, decay_params);
2044 assert_eq!(liquidity.min_liquidity_msat(), 0);
2045 assert_eq!(liquidity.max_liquidity_msat(), 600);
2047 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2048 .as_directed(&target, &source, 0, 1_000, decay_params);
2049 assert_eq!(liquidity.min_liquidity_msat(), 400);
2050 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2054 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2055 let logger = TestLogger::new();
2056 let last_updated = SinceEpoch::now();
2057 let network_graph = network_graph(&logger);
2058 let decay_params = ProbabilisticScoringDecayParameters::default();
2059 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2062 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2063 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2064 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2066 let source = source_node_id();
2067 let target = target_node_id();
2068 assert!(source > target);
2070 // Check initial bounds.
2071 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2072 .as_directed(&source, &target, 0, 1_000, decay_params);
2073 assert_eq!(liquidity.min_liquidity_msat(), 400);
2074 assert_eq!(liquidity.max_liquidity_msat(), 800);
2076 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2077 .as_directed(&target, &source, 0, 1_000, decay_params);
2078 assert_eq!(liquidity.min_liquidity_msat(), 200);
2079 assert_eq!(liquidity.max_liquidity_msat(), 600);
2081 // Reset from source to target.
2082 scorer.channel_liquidities.get_mut(&42).unwrap()
2083 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2084 .set_max_liquidity_msat(300);
2086 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2087 .as_directed(&source, &target, 0, 1_000, decay_params);
2088 assert_eq!(liquidity.min_liquidity_msat(), 0);
2089 assert_eq!(liquidity.max_liquidity_msat(), 300);
2091 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2092 .as_directed(&target, &source, 0, 1_000, decay_params);
2093 assert_eq!(liquidity.min_liquidity_msat(), 700);
2094 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2096 // Reset from target to source.
2097 scorer.channel_liquidities.get_mut(&42).unwrap()
2098 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2099 .set_max_liquidity_msat(600);
2101 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2102 .as_directed(&source, &target, 0, 1_000, decay_params);
2103 assert_eq!(liquidity.min_liquidity_msat(), 400);
2104 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2106 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2107 .as_directed(&target, &source, 0, 1_000, decay_params);
2108 assert_eq!(liquidity.min_liquidity_msat(), 0);
2109 assert_eq!(liquidity.max_liquidity_msat(), 600);
2113 fn increased_penalty_nearing_liquidity_upper_bound() {
2114 let logger = TestLogger::new();
2115 let network_graph = network_graph(&logger);
2116 let params = ProbabilisticScoringFeeParameters {
2117 liquidity_penalty_multiplier_msat: 1_000,
2118 ..ProbabilisticScoringFeeParameters::zero_penalty()
2120 let decay_params = ProbabilisticScoringDecayParameters::default();
2121 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2122 let source = source_node_id();
2123 let target = target_node_id();
2125 let usage = ChannelUsage {
2127 inflight_htlc_msat: 0,
2128 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2130 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2131 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2133 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2135 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2138 let usage = ChannelUsage {
2140 inflight_htlc_msat: 0,
2141 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2143 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2144 let usage = ChannelUsage { amount_msat: 256, ..usage };
2145 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2146 let usage = ChannelUsage { amount_msat: 374, ..usage };
2147 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2148 let usage = ChannelUsage { amount_msat: 512, ..usage };
2149 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2150 let usage = ChannelUsage { amount_msat: 640, ..usage };
2151 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2152 let usage = ChannelUsage { amount_msat: 768, ..usage };
2153 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2154 let usage = ChannelUsage { amount_msat: 896, ..usage };
2155 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2159 fn constant_penalty_outside_liquidity_bounds() {
2160 let logger = TestLogger::new();
2161 let last_updated = SinceEpoch::now();
2162 let network_graph = network_graph(&logger);
2163 let params = ProbabilisticScoringFeeParameters {
2164 liquidity_penalty_multiplier_msat: 1_000,
2165 considered_impossible_penalty_msat: u64::max_value(),
2166 ..ProbabilisticScoringFeeParameters::zero_penalty()
2168 let decay_params = ProbabilisticScoringDecayParameters {
2169 ..ProbabilisticScoringDecayParameters::zero_penalty()
2171 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2174 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2175 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2176 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2178 let source = source_node_id();
2179 let target = target_node_id();
2181 let usage = ChannelUsage {
2183 inflight_htlc_msat: 0,
2184 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2186 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2187 let usage = ChannelUsage { amount_msat: 50, ..usage };
2188 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2189 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2190 let usage = ChannelUsage { amount_msat: 61, ..usage };
2191 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2195 fn does_not_further_penalize_own_channel() {
2196 let logger = TestLogger::new();
2197 let network_graph = network_graph(&logger);
2198 let params = ProbabilisticScoringFeeParameters {
2199 liquidity_penalty_multiplier_msat: 1_000,
2200 ..ProbabilisticScoringFeeParameters::zero_penalty()
2202 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2203 let sender = sender_node_id();
2204 let source = source_node_id();
2205 let usage = ChannelUsage {
2207 inflight_htlc_msat: 0,
2208 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2210 let failed_path = payment_path_for_amount(500);
2211 let successful_path = payment_path_for_amount(200);
2213 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2215 scorer.payment_path_failed(&failed_path, 41);
2216 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2218 scorer.payment_path_successful(&successful_path);
2219 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2223 fn sets_liquidity_lower_bound_on_downstream_failure() {
2224 let logger = TestLogger::new();
2225 let network_graph = network_graph(&logger);
2226 let params = ProbabilisticScoringFeeParameters {
2227 liquidity_penalty_multiplier_msat: 1_000,
2228 ..ProbabilisticScoringFeeParameters::zero_penalty()
2230 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2231 let source = source_node_id();
2232 let target = target_node_id();
2233 let path = payment_path_for_amount(500);
2235 let usage = ChannelUsage {
2237 inflight_htlc_msat: 0,
2238 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2240 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2241 let usage = ChannelUsage { amount_msat: 500, ..usage };
2242 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2243 let usage = ChannelUsage { amount_msat: 750, ..usage };
2244 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2246 scorer.payment_path_failed(&path, 43);
2248 let usage = ChannelUsage { amount_msat: 250, ..usage };
2249 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2250 let usage = ChannelUsage { amount_msat: 500, ..usage };
2251 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2252 let usage = ChannelUsage { amount_msat: 750, ..usage };
2253 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2257 fn sets_liquidity_upper_bound_on_failure() {
2258 let logger = TestLogger::new();
2259 let network_graph = network_graph(&logger);
2260 let params = ProbabilisticScoringFeeParameters {
2261 liquidity_penalty_multiplier_msat: 1_000,
2262 considered_impossible_penalty_msat: u64::max_value(),
2263 ..ProbabilisticScoringFeeParameters::zero_penalty()
2265 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2266 let source = source_node_id();
2267 let target = target_node_id();
2268 let path = payment_path_for_amount(500);
2270 let usage = ChannelUsage {
2272 inflight_htlc_msat: 0,
2273 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2275 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2276 let usage = ChannelUsage { amount_msat: 500, ..usage };
2277 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2278 let usage = ChannelUsage { amount_msat: 750, ..usage };
2279 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2281 scorer.payment_path_failed(&path, 42);
2283 let usage = ChannelUsage { amount_msat: 250, ..usage };
2284 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2285 let usage = ChannelUsage { amount_msat: 500, ..usage };
2286 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2287 let usage = ChannelUsage { amount_msat: 750, ..usage };
2288 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2292 fn ignores_channels_after_removed_failed_channel() {
2293 // Previously, if we'd tried to send over a channel which was removed from the network
2294 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2295 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2296 // channels in the route, even ones which they payment never reached. This tests to ensure
2297 // we do not score such channels.
2298 let secp_ctx = Secp256k1::new();
2299 let logger = TestLogger::new();
2300 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2301 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2302 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2303 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2304 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2305 add_channel(&mut network_graph, 42, secret_a, secret_b);
2306 // Don't add the channel from B -> C.
2307 add_channel(&mut network_graph, 44, secret_c, secret_d);
2309 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2310 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2311 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2312 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2315 path_hop(pub_b, 42, 1),
2316 path_hop(pub_c, 43, 2),
2317 path_hop(pub_d, 44, 100),
2320 let node_a = NodeId::from_pubkey(&pub_a);
2321 let node_b = NodeId::from_pubkey(&pub_b);
2322 let node_c = NodeId::from_pubkey(&pub_c);
2323 let node_d = NodeId::from_pubkey(&pub_d);
2325 let params = ProbabilisticScoringFeeParameters {
2326 liquidity_penalty_multiplier_msat: 1_000,
2327 ..ProbabilisticScoringFeeParameters::zero_penalty()
2329 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2331 let usage = ChannelUsage {
2333 inflight_htlc_msat: 0,
2334 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2336 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2337 // Note that a default liquidity bound is used for B -> C as no channel exists
2338 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2339 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2341 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2343 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2344 // Note that a default liquidity bound is used for B -> C as no channel exists
2345 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2346 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2350 fn reduces_liquidity_upper_bound_along_path_on_success() {
2351 let logger = TestLogger::new();
2352 let network_graph = network_graph(&logger);
2353 let params = ProbabilisticScoringFeeParameters {
2354 liquidity_penalty_multiplier_msat: 1_000,
2355 ..ProbabilisticScoringFeeParameters::zero_penalty()
2357 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2358 let sender = sender_node_id();
2359 let source = source_node_id();
2360 let target = target_node_id();
2361 let recipient = recipient_node_id();
2362 let usage = ChannelUsage {
2364 inflight_htlc_msat: 0,
2365 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2368 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2369 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2370 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2372 scorer.payment_path_successful(&payment_path_for_amount(500));
2374 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2375 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2376 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2380 fn decays_liquidity_bounds_over_time() {
2381 let logger = TestLogger::new();
2382 let network_graph = network_graph(&logger);
2383 let params = ProbabilisticScoringFeeParameters {
2384 liquidity_penalty_multiplier_msat: 1_000,
2385 considered_impossible_penalty_msat: u64::max_value(),
2386 ..ProbabilisticScoringFeeParameters::zero_penalty()
2388 let decay_params = ProbabilisticScoringDecayParameters {
2389 liquidity_offset_half_life: Duration::from_secs(10),
2390 ..ProbabilisticScoringDecayParameters::zero_penalty()
2392 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2393 let source = source_node_id();
2394 let target = target_node_id();
2396 let usage = ChannelUsage {
2398 inflight_htlc_msat: 0,
2399 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2401 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2402 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2403 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2405 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2406 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2408 let usage = ChannelUsage { amount_msat: 128, ..usage };
2409 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2410 let usage = ChannelUsage { amount_msat: 256, ..usage };
2411 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2412 let usage = ChannelUsage { amount_msat: 768, ..usage };
2413 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2414 let usage = ChannelUsage { amount_msat: 896, ..usage };
2415 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2417 SinceEpoch::advance(Duration::from_secs(9));
2418 let usage = ChannelUsage { amount_msat: 128, ..usage };
2419 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2420 let usage = ChannelUsage { amount_msat: 256, ..usage };
2421 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2422 let usage = ChannelUsage { amount_msat: 768, ..usage };
2423 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2424 let usage = ChannelUsage { amount_msat: 896, ..usage };
2425 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2427 SinceEpoch::advance(Duration::from_secs(1));
2428 let usage = ChannelUsage { amount_msat: 64, ..usage };
2429 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2430 let usage = ChannelUsage { amount_msat: 128, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2432 let usage = ChannelUsage { amount_msat: 896, ..usage };
2433 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2434 let usage = ChannelUsage { amount_msat: 960, ..usage };
2435 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2437 // Fully decay liquidity lower bound.
2438 SinceEpoch::advance(Duration::from_secs(10 * 7));
2439 let usage = ChannelUsage { amount_msat: 0, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2441 let usage = ChannelUsage { amount_msat: 1, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2443 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2445 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2448 // Fully decay liquidity upper bound.
2449 SinceEpoch::advance(Duration::from_secs(10));
2450 let usage = ChannelUsage { amount_msat: 0, ..usage };
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2452 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2453 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2455 SinceEpoch::advance(Duration::from_secs(10));
2456 let usage = ChannelUsage { amount_msat: 0, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2458 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2463 fn decays_liquidity_bounds_without_shift_overflow() {
2464 let logger = TestLogger::new();
2465 let network_graph = network_graph(&logger);
2466 let params = ProbabilisticScoringFeeParameters {
2467 liquidity_penalty_multiplier_msat: 1_000,
2468 ..ProbabilisticScoringFeeParameters::zero_penalty()
2470 let decay_params = ProbabilisticScoringDecayParameters {
2471 liquidity_offset_half_life: Duration::from_secs(10),
2472 ..ProbabilisticScoringDecayParameters::default()
2474 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2475 let source = source_node_id();
2476 let target = target_node_id();
2477 let usage = ChannelUsage {
2479 inflight_htlc_msat: 0,
2480 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2482 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2484 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2485 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2487 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2488 // would cause an overflow.
2489 SinceEpoch::advance(Duration::from_secs(10 * 64));
2490 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2492 SinceEpoch::advance(Duration::from_secs(10));
2493 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2497 fn restricts_liquidity_bounds_after_decay() {
2498 let logger = TestLogger::new();
2499 let network_graph = network_graph(&logger);
2500 let params = ProbabilisticScoringFeeParameters {
2501 liquidity_penalty_multiplier_msat: 1_000,
2502 ..ProbabilisticScoringFeeParameters::zero_penalty()
2504 let decay_params = ProbabilisticScoringDecayParameters {
2505 liquidity_offset_half_life: Duration::from_secs(10),
2506 ..ProbabilisticScoringDecayParameters::default()
2508 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2509 let source = source_node_id();
2510 let target = target_node_id();
2511 let usage = ChannelUsage {
2513 inflight_htlc_msat: 0,
2514 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2517 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2519 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2520 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2521 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2522 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2524 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2525 SinceEpoch::advance(Duration::from_secs(10));
2526 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2528 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2529 // is closer to the upper bound, meaning a higher penalty.
2530 scorer.payment_path_successful(&payment_path_for_amount(64));
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2533 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2534 // is closer to the lower bound, meaning a lower penalty.
2535 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2536 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2538 // Further decaying affects the lower bound more than the upper bound (128, 928).
2539 SinceEpoch::advance(Duration::from_secs(10));
2540 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2544 fn restores_persisted_liquidity_bounds() {
2545 let logger = TestLogger::new();
2546 let network_graph = network_graph(&logger);
2547 let params = ProbabilisticScoringFeeParameters {
2548 liquidity_penalty_multiplier_msat: 1_000,
2549 considered_impossible_penalty_msat: u64::max_value(),
2550 ..ProbabilisticScoringFeeParameters::zero_penalty()
2552 let decay_params = ProbabilisticScoringDecayParameters {
2553 liquidity_offset_half_life: Duration::from_secs(10),
2554 ..ProbabilisticScoringDecayParameters::default()
2556 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2557 let source = source_node_id();
2558 let target = target_node_id();
2559 let usage = ChannelUsage {
2561 inflight_htlc_msat: 0,
2562 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2565 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2566 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2568 SinceEpoch::advance(Duration::from_secs(10));
2569 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2571 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2572 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2574 let mut serialized_scorer = Vec::new();
2575 scorer.write(&mut serialized_scorer).unwrap();
2577 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2578 let deserialized_scorer =
2579 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2580 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2584 fn decays_persisted_liquidity_bounds() {
2585 let logger = TestLogger::new();
2586 let network_graph = network_graph(&logger);
2587 let params = ProbabilisticScoringFeeParameters {
2588 liquidity_penalty_multiplier_msat: 1_000,
2589 considered_impossible_penalty_msat: u64::max_value(),
2590 ..ProbabilisticScoringFeeParameters::zero_penalty()
2592 let decay_params = ProbabilisticScoringDecayParameters {
2593 liquidity_offset_half_life: Duration::from_secs(10),
2594 ..ProbabilisticScoringDecayParameters::zero_penalty()
2596 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2597 let source = source_node_id();
2598 let target = target_node_id();
2599 let usage = ChannelUsage {
2601 inflight_htlc_msat: 0,
2602 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2605 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2606 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2608 let mut serialized_scorer = Vec::new();
2609 scorer.write(&mut serialized_scorer).unwrap();
2611 SinceEpoch::advance(Duration::from_secs(10));
2613 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2614 let deserialized_scorer =
2615 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2616 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2618 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2619 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2621 SinceEpoch::advance(Duration::from_secs(10));
2622 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2626 fn scores_realistic_payments() {
2627 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2628 // 50k sat reserve).
2629 let logger = TestLogger::new();
2630 let network_graph = network_graph(&logger);
2631 let params = ProbabilisticScoringFeeParameters::default();
2632 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2633 let source = source_node_id();
2634 let target = target_node_id();
2636 let usage = ChannelUsage {
2637 amount_msat: 100_000_000,
2638 inflight_htlc_msat: 0,
2639 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2641 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2642 let usage = ChannelUsage {
2643 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2645 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2646 let usage = ChannelUsage {
2647 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2649 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2650 let usage = ChannelUsage {
2651 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2653 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2654 let usage = ChannelUsage {
2655 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2657 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2658 let usage = ChannelUsage {
2659 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2661 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2662 let usage = ChannelUsage {
2663 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2665 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2666 let usage = ChannelUsage {
2667 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2669 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2670 let usage = ChannelUsage {
2671 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2673 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2674 let usage = ChannelUsage {
2675 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2678 let usage = ChannelUsage {
2679 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2685 fn adds_base_penalty_to_liquidity_penalty() {
2686 let logger = TestLogger::new();
2687 let network_graph = network_graph(&logger);
2688 let source = source_node_id();
2689 let target = target_node_id();
2690 let usage = ChannelUsage {
2692 inflight_htlc_msat: 0,
2693 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2696 let params = ProbabilisticScoringFeeParameters {
2697 liquidity_penalty_multiplier_msat: 1_000,
2698 ..ProbabilisticScoringFeeParameters::zero_penalty()
2700 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2701 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2703 let params = ProbabilisticScoringFeeParameters {
2704 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2705 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2707 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2710 let params = ProbabilisticScoringFeeParameters {
2711 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2712 base_penalty_amount_multiplier_msat: (1 << 30),
2713 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2716 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2717 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2721 fn adds_amount_penalty_to_liquidity_penalty() {
2722 let logger = TestLogger::new();
2723 let network_graph = network_graph(&logger);
2724 let source = source_node_id();
2725 let target = target_node_id();
2726 let usage = ChannelUsage {
2727 amount_msat: 512_000,
2728 inflight_htlc_msat: 0,
2729 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2732 let params = ProbabilisticScoringFeeParameters {
2733 liquidity_penalty_multiplier_msat: 1_000,
2734 liquidity_penalty_amount_multiplier_msat: 0,
2735 ..ProbabilisticScoringFeeParameters::zero_penalty()
2737 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2738 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2740 let params = ProbabilisticScoringFeeParameters {
2741 liquidity_penalty_multiplier_msat: 1_000,
2742 liquidity_penalty_amount_multiplier_msat: 256,
2743 ..ProbabilisticScoringFeeParameters::zero_penalty()
2745 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2750 fn calculates_log10_without_overflowing_u64_max_value() {
2751 let logger = TestLogger::new();
2752 let network_graph = network_graph(&logger);
2753 let source = source_node_id();
2754 let target = target_node_id();
2755 let usage = ChannelUsage {
2756 amount_msat: u64::max_value(),
2757 inflight_htlc_msat: 0,
2758 effective_capacity: EffectiveCapacity::Infinite,
2761 let params = ProbabilisticScoringFeeParameters {
2762 liquidity_penalty_multiplier_msat: 40_000,
2763 ..ProbabilisticScoringFeeParameters::zero_penalty()
2765 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2766 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2767 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2771 fn accounts_for_inflight_htlc_usage() {
2772 let logger = TestLogger::new();
2773 let network_graph = network_graph(&logger);
2774 let params = ProbabilisticScoringFeeParameters {
2775 considered_impossible_penalty_msat: u64::max_value(),
2776 ..ProbabilisticScoringFeeParameters::zero_penalty()
2778 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2779 let source = source_node_id();
2780 let target = target_node_id();
2782 let usage = ChannelUsage {
2784 inflight_htlc_msat: 0,
2785 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2787 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2789 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2790 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2794 fn removes_uncertainity_when_exact_liquidity_known() {
2795 let logger = TestLogger::new();
2796 let network_graph = network_graph(&logger);
2797 let params = ProbabilisticScoringFeeParameters::default();
2798 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2799 let source = source_node_id();
2800 let target = target_node_id();
2802 let base_penalty_msat = params.base_penalty_msat;
2803 let usage = ChannelUsage {
2805 inflight_htlc_msat: 0,
2806 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2808 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2810 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2811 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2813 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2814 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2818 fn remembers_historical_failures() {
2819 let logger = TestLogger::new();
2820 let network_graph = network_graph(&logger);
2821 let params = ProbabilisticScoringFeeParameters {
2822 historical_liquidity_penalty_multiplier_msat: 1024,
2823 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2824 ..ProbabilisticScoringFeeParameters::zero_penalty()
2826 let decay_params = ProbabilisticScoringDecayParameters {
2827 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2828 historical_no_updates_half_life: Duration::from_secs(10),
2830 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2831 let source = source_node_id();
2832 let target = target_node_id();
2834 let usage = ChannelUsage {
2836 inflight_htlc_msat: 0,
2837 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2839 // With no historical data the normal liquidity penalty calculation is used.
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2841 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2844 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2845 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2846 // The "it failed" increment is 32, where the probability should lie fully in the first
2848 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2849 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2851 // Even after we tell the scorer we definitely have enough available liquidity, it will
2852 // still remember that there was some failure in the past, and assign a non-0 penalty.
2853 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2854 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2855 // The first octile should be decayed just slightly and the last octile has a new point.
2856 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2857 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2859 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2860 // gone), and check that we're back to where we started.
2861 SinceEpoch::advance(Duration::from_secs(10 * 16));
2862 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2863 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2864 // data entirely instead.
2865 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2866 Some(([0; 8], [0; 8])));
2868 let usage = ChannelUsage {
2870 inflight_htlc_msat: 1024,
2871 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2873 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2874 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2876 let usage = ChannelUsage {
2878 inflight_htlc_msat: 0,
2879 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2881 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2883 // Advance to decay all liquidity offsets to zero.
2884 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2886 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2887 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2889 path_hop(target_pubkey(), 43, 2),
2890 path_hop(source_pubkey(), 42, 1),
2891 path_hop(sender_pubkey(), 41, 0),
2893 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2897 fn adds_anti_probing_penalty() {
2898 let logger = TestLogger::new();
2899 let network_graph = network_graph(&logger);
2900 let source = source_node_id();
2901 let target = target_node_id();
2902 let params = ProbabilisticScoringFeeParameters {
2903 anti_probing_penalty_msat: 500,
2904 ..ProbabilisticScoringFeeParameters::zero_penalty()
2906 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2908 // Check we receive no penalty for a low htlc_maximum_msat.
2909 let usage = ChannelUsage {
2910 amount_msat: 512_000,
2911 inflight_htlc_msat: 0,
2912 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2914 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2916 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2917 let usage = ChannelUsage {
2918 amount_msat: 512_000,
2919 inflight_htlc_msat: 0,
2920 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2922 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2924 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2925 let usage = ChannelUsage {
2926 amount_msat: 512_000,
2927 inflight_htlc_msat: 0,
2928 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2930 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2932 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2933 let usage = ChannelUsage {
2934 amount_msat: 512_000,
2935 inflight_htlc_msat: 0,
2936 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2938 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2942 fn scores_with_blinded_path() {
2943 // Make sure we'll account for a blinded path's final_value_msat in scoring
2944 let logger = TestLogger::new();
2945 let network_graph = network_graph(&logger);
2946 let params = ProbabilisticScoringFeeParameters {
2947 liquidity_penalty_multiplier_msat: 1_000,
2948 ..ProbabilisticScoringFeeParameters::zero_penalty()
2950 let decay_params = ProbabilisticScoringDecayParameters::default();
2951 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2952 let source = source_node_id();
2953 let target = target_node_id();
2954 let usage = ChannelUsage {
2956 inflight_htlc_msat: 0,
2957 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2959 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2961 let mut path = payment_path_for_amount(768);
2962 let recipient_hop = path.hops.pop().unwrap();
2963 let blinded_path = BlindedPath {
2964 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2965 blinding_point: test_utils::pubkey(42),
2967 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2970 path.blinded_tail = Some(BlindedTail {
2971 hops: blinded_path.blinded_hops,
2972 blinding_point: blinded_path.blinding_point,
2973 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
2974 final_value_msat: recipient_hop.fee_msat,
2977 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
2978 // final value is taken into account.
2979 assert!(scorer.channel_liquidities.get(&42).is_none());
2981 scorer.payment_path_failed(&path, 42);
2982 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
2983 scorer.payment_path_failed(&path, 43);
2985 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2986 .as_directed(&source, &target, 0, 1_000, decay_params);
2987 assert_eq!(liquidity.min_liquidity_msat(), 256);
2988 assert_eq!(liquidity.max_liquidity_msat(), 768);