1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
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, RwLock, RwLockReadGuard, RwLockWriteGuard};
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 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 // TODO: Remove entries of closed channels.
497 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
500 /// Parameters for configuring [`ProbabilisticScorer`].
502 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
503 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
505 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
508 pub struct ProbabilisticScoringFeeParameters {
509 /// A fixed penalty in msats to apply to each channel.
511 /// Default value: 500 msat
512 pub base_penalty_msat: u64,
514 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
515 /// applied to each channel, in excess of the [`base_penalty_msat`].
517 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
518 /// fees plus penalty) for large payments. The penalty is computed as the product of this
519 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
520 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
522 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
524 /// Default value: 8,192 msat
526 /// [`base_penalty_msat`]: Self::base_penalty_msat
527 pub base_penalty_amount_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the negative `log10` of the channel's success
530 /// probability for a payment, as determined by our latest estimates of the channel's
531 /// liquidity, to determine the liquidity penalty.
533 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
534 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
535 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
536 /// lower bounding the success probability to `0.01`) when the amount falls within the
537 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
538 /// result in a `u64::max_value` penalty, however.
540 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
542 /// Default value: 30,000 msat
544 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
545 pub liquidity_penalty_multiplier_msat: u64,
547 /// A multiplier used in conjunction with the total amount flowing over a channel and the
548 /// negative `log10` of the channel's success probability for the payment, as determined by our
549 /// latest estimates of the channel's liquidity, to determine the amount penalty.
551 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
552 /// fees plus penalty) for large payments. The penalty is computed as the product of this
553 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
554 /// `log10` of the success probability.
556 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
558 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
559 /// the amount will result in a penalty of the multiplier. And, as the success probability
560 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
561 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
564 /// Default value: 192 msat
565 pub liquidity_penalty_amount_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the negative `log10` of the channel's success
568 /// probability for the payment, as determined based on the history of our estimates of the
569 /// channel's available liquidity, to determine a penalty.
571 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
572 /// only our latest estimate for the current liquidity available in the channel, it estimates
573 /// success probability based on the estimated liquidity available in the channel through
574 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
575 /// track which of several buckets those bounds fall into, exponentially decaying the
576 /// probability of each bucket as new samples are added.
578 /// Default value: 10,000 msat
580 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
581 pub historical_liquidity_penalty_multiplier_msat: u64,
583 /// A multiplier used in conjunction with the total amount flowing over a channel and the
584 /// negative `log10` of the channel's success probability for the payment, as determined based
585 /// on the history of our estimates of the channel's available liquidity, to determine a
588 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
589 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
590 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
593 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
594 /// of using only our latest estimate for the current liquidity available in the channel, it
595 /// estimates success probability based on the estimated liquidity available in the channel
596 /// through history. Specifically, every time we update our liquidity bounds on a given
597 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
598 /// the probability of each bucket as new samples are added.
600 /// Default value: 64 msat
602 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
603 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
605 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
606 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
607 /// considered during path finding.
609 /// This is not exported to bindings users
610 pub manual_node_penalties: HashMap<NodeId, u64>,
612 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
613 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
614 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
615 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
616 /// to restrict `htlc_maximum_msat` and improve privacy.
618 /// Default value: 250 msat
619 pub anti_probing_penalty_msat: u64,
621 /// This penalty is applied when the total amount flowing over a channel exceeds our current
622 /// estimate of the channel's available liquidity. The total amount is the amount of the
623 /// current HTLC plus any HTLCs which we've sent over the same channel.
625 /// Note that in this case all other penalties, including the
626 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
627 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
628 /// applicable, are still included in the overall penalty.
630 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
631 /// `u64::max_value()` will guarantee that.
633 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
635 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
636 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
637 /// [`base_penalty_msat`]: Self::base_penalty_msat
638 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
639 pub considered_impossible_penalty_msat: u64,
641 /// In order to calculate most of the scores above, we must first convert a lower and upper
642 /// bound on the available liquidity in a channel into the probability that we think a payment
643 /// will succeed. That probability is derived from a Probability Density Function for where we
644 /// think the liquidity in a channel likely lies, given such bounds.
646 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
647 /// liquidity in a channel is just as likely to be at any point between our lower and upper
650 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
651 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
652 /// matches experimental results - most routing nodes do not aggressively rebalance their
653 /// channels and flows in the network are often unbalanced, leaving liquidity usually
656 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
657 /// of floating-point multiplications in the hottest routing code, which may lead to routing
658 /// performance degradation on some machines.
660 /// Default value: false
661 pub linear_success_probability: bool,
664 impl Default for ProbabilisticScoringFeeParameters {
665 fn default() -> Self {
667 base_penalty_msat: 500,
668 base_penalty_amount_multiplier_msat: 8192,
669 liquidity_penalty_multiplier_msat: 30_000,
670 liquidity_penalty_amount_multiplier_msat: 192,
671 manual_node_penalties: HashMap::new(),
672 anti_probing_penalty_msat: 250,
673 considered_impossible_penalty_msat: 1_0000_0000_000,
674 historical_liquidity_penalty_multiplier_msat: 10_000,
675 historical_liquidity_penalty_amount_multiplier_msat: 64,
676 linear_success_probability: false,
681 impl ProbabilisticScoringFeeParameters {
682 /// Marks the node with the given `node_id` as banned,
683 /// i.e it will be avoided during path finding.
684 pub fn add_banned(&mut self, node_id: &NodeId) {
685 self.manual_node_penalties.insert(*node_id, u64::max_value());
688 /// Marks all nodes in the given list as banned, i.e.,
689 /// they will be avoided during path finding.
690 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
692 self.manual_node_penalties.insert(id, u64::max_value());
696 /// Removes the node with the given `node_id` from the list of nodes to avoid.
697 pub fn remove_banned(&mut self, node_id: &NodeId) {
698 self.manual_node_penalties.remove(node_id);
701 /// Sets a manual penalty for the given node.
702 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
703 self.manual_node_penalties.insert(*node_id, penalty);
706 /// Removes the node with the given `node_id` from the list of manual penalties.
707 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
708 self.manual_node_penalties.remove(node_id);
711 /// Clears the list of manual penalties that are applied during path finding.
712 pub fn clear_manual_penalties(&mut self) {
713 self.manual_node_penalties = HashMap::new();
718 impl ProbabilisticScoringFeeParameters {
719 fn zero_penalty() -> Self {
721 base_penalty_msat: 0,
722 base_penalty_amount_multiplier_msat: 0,
723 liquidity_penalty_multiplier_msat: 0,
724 liquidity_penalty_amount_multiplier_msat: 0,
725 historical_liquidity_penalty_multiplier_msat: 0,
726 historical_liquidity_penalty_amount_multiplier_msat: 0,
727 manual_node_penalties: HashMap::new(),
728 anti_probing_penalty_msat: 0,
729 considered_impossible_penalty_msat: 0,
730 linear_success_probability: true,
735 /// Parameters for configuring [`ProbabilisticScorer`].
737 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
738 /// these decay parameters affect the score of the channel penalty and are not changed on a
739 /// per-route penalty cost call.
740 #[derive(Copy, Clone)]
741 pub struct ProbabilisticScoringDecayParameters {
742 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
743 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
744 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
746 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
748 /// Note that after 16 or more half lives all historical data will be completely gone.
750 /// Default value: 14 days
752 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
753 pub historical_no_updates_half_life: Duration,
755 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
756 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
757 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
760 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
761 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
762 /// struct documentation for more info on the way the liquidity bounds are used.
764 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
765 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
766 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
768 /// Default value: 6 hours
772 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
773 /// liquidity knowledge will never decay except when the bounds cross.
774 pub liquidity_offset_half_life: Duration,
777 impl Default for ProbabilisticScoringDecayParameters {
778 fn default() -> Self {
780 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
781 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
787 impl ProbabilisticScoringDecayParameters {
788 fn zero_penalty() -> Self {
790 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
791 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
796 /// Accounting for channel liquidity balance uncertainty.
798 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
799 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
800 /// offset fields gives the opposite direction.
801 struct ChannelLiquidity<T: Time> {
802 /// Lower channel liquidity bound in terms of an offset from zero.
803 min_liquidity_offset_msat: u64,
805 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
806 max_liquidity_offset_msat: u64,
808 /// Time when the liquidity bounds were last modified.
811 min_liquidity_offset_history: HistoricalBucketRangeTracker,
812 max_liquidity_offset_history: HistoricalBucketRangeTracker,
815 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
816 /// decayed with a given half life.
817 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
818 min_liquidity_offset_msat: L,
819 max_liquidity_offset_msat: L,
820 liquidity_history: HistoricalMinMaxBuckets<BRT>,
824 decay_params: ProbabilisticScoringDecayParameters,
827 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
828 /// Creates a new scorer using the given scoring parameters for sending payments from a node
829 /// through a network graph.
830 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
835 channel_liquidities: HashMap::new(),
840 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
841 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
845 /// Dump the contents of this scorer into the configured logger.
847 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
848 /// which may be a substantial amount of log output.
849 pub fn debug_log_liquidity_stats(&self) {
852 let graph = self.network_graph.read_only();
853 for (scid, liq) in self.channel_liquidities.iter() {
854 if let Some(chan_debug) = graph.channels().get(scid) {
855 let log_direction = |source, target| {
856 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
857 let amt = directed_info.effective_capacity().as_msat();
858 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
860 let (min_buckets, max_buckets) = dir_liq.liquidity_history
861 .get_decayed_buckets(now, *dir_liq.last_updated,
862 self.decay_params.historical_no_updates_half_life)
863 .unwrap_or(([0; 32], [0; 32]));
865 log_debug!(self.logger, core::concat!(
866 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
867 "\tHistorical min liquidity bucket relative probabilities:\n",
868 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
869 "\tHistorical max liquidity bucket relative probabilities:\n",
870 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
871 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
872 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
873 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
874 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
875 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
876 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
877 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
878 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
879 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
880 // Note that the liquidity buckets are an offset from the edge, so we
881 // inverse the max order to get the probabilities from zero.
882 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
883 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
884 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
885 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
886 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
887 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
888 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
889 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
891 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
895 log_direction(&chan_debug.node_one, &chan_debug.node_two);
896 log_direction(&chan_debug.node_two, &chan_debug.node_one);
898 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
903 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
904 /// channel with `scid` towards the given `target` node.
905 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
906 let graph = self.network_graph.read_only();
908 if let Some(chan) = graph.channels().get(&scid) {
909 if let Some(liq) = self.channel_liquidities.get(&scid) {
910 if let Some((directed_info, source)) = chan.as_directed_to(target) {
911 let amt = directed_info.effective_capacity().as_msat();
912 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
913 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
920 /// Query the historical estimated minimum and maximum liquidity available for sending a
921 /// payment over the channel with `scid` towards the given `target` node.
923 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
924 /// the second set describes the upper-bound liquidity history. Each bucket describes the
925 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
926 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
927 /// more recent data points are weighted more heavily than older datapoints.
929 /// Note that the range of each bucket varies by its location to provide more granular results
930 /// at the edges of a channel's capacity, where it is more likely to sit.
932 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
933 /// is calculated by dividing that bucket's value with the total value of all buckets.
935 /// For example, using a lower bucket count for illustrative purposes, a value of
936 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
937 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
938 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
939 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
941 /// Because the datapoints are decayed slowly over time, values will eventually return to
942 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
944 /// In order to fetch a single success probability from the buckets provided here, as used in
945 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
946 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
947 -> Option<([u16; 32], [u16; 32])> {
948 let graph = self.network_graph.read_only();
950 if let Some(chan) = graph.channels().get(&scid) {
951 if let Some(liq) = self.channel_liquidities.get(&scid) {
952 if let Some((directed_info, source)) = chan.as_directed_to(target) {
953 let amt = directed_info.effective_capacity().as_msat();
954 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
956 let (min_buckets, mut max_buckets) =
957 dir_liq.liquidity_history.get_decayed_buckets(
958 dir_liq.now, *dir_liq.last_updated,
959 self.decay_params.historical_no_updates_half_life
962 // Note that the liquidity buckets are an offset from the edge, so we inverse
963 // the max order to get the probabilities from zero.
964 max_buckets.reverse();
965 return Some((min_buckets, max_buckets));
972 /// Query the probability of payment success sending the given `amount_msat` over the channel
973 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
976 /// These are the same bounds as returned by
977 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
978 /// [`Self::estimated_channel_liquidity_range`]).
979 pub fn historical_estimated_payment_success_probability(
980 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
982 let graph = self.network_graph.read_only();
984 if let Some(chan) = graph.channels().get(&scid) {
985 if let Some(liq) = self.channel_liquidities.get(&scid) {
986 if let Some((directed_info, source)) = chan.as_directed_to(target) {
987 let capacity_msat = directed_info.effective_capacity().as_msat();
988 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
990 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
991 dir_liq.now, *dir_liq.last_updated,
992 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
994 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
1002 impl<T: Time> ChannelLiquidity<T> {
1006 min_liquidity_offset_msat: 0,
1007 max_liquidity_offset_msat: 0,
1008 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1009 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1010 last_updated: T::now(),
1014 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1015 /// `capacity_msat`.
1017 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1018 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1019 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1020 if source < target {
1021 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1022 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1024 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1025 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1028 DirectedChannelLiquidity {
1029 min_liquidity_offset_msat,
1030 max_liquidity_offset_msat,
1031 liquidity_history: HistoricalMinMaxBuckets {
1032 min_liquidity_offset_history,
1033 max_liquidity_offset_history,
1036 last_updated: &self.last_updated,
1038 decay_params: decay_params,
1042 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1043 /// `capacity_msat`.
1045 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1046 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1047 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1048 if source < target {
1049 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1050 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1052 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1053 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1056 DirectedChannelLiquidity {
1057 min_liquidity_offset_msat,
1058 max_liquidity_offset_msat,
1059 liquidity_history: HistoricalMinMaxBuckets {
1060 min_liquidity_offset_history,
1061 max_liquidity_offset_history,
1064 last_updated: &mut self.last_updated,
1066 decay_params: decay_params,
1071 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1073 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1075 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1076 /// ratio, as X in 1/X.
1077 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1079 /// The divisor used when computing the amount penalty.
1080 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1081 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1083 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1085 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1086 (a * a * a, b * b * b, c * c * c)
1089 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1090 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1092 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1094 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1095 /// (recently) seen an HTLC successfully complete over this channel.
1097 fn success_probability(
1098 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1099 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1101 debug_assert!(min_liquidity_msat <= amount_msat);
1102 debug_assert!(amount_msat < max_liquidity_msat);
1103 debug_assert!(max_liquidity_msat <= capacity_msat);
1105 let (numerator, mut denominator) =
1106 if params.linear_success_probability {
1107 (max_liquidity_msat - amount_msat,
1108 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1110 let capacity = capacity_msat as f64;
1111 let min = (min_liquidity_msat as f64) / capacity;
1112 let max = (max_liquidity_msat as f64) / capacity;
1113 let amount = (amount_msat as f64) / capacity;
1115 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1116 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1117 // liquidity bounds is thus the integral under the curve from the amount to maximum
1118 // estimated liquidity, divided by the same integral from the minimum to the maximum
1119 // estimated liquidity bounds.
1121 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1122 // calculate the cumulative density function between the min/max bounds trivially. Note
1123 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1124 // division of num / den.
1125 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1126 let num = max_pow - amt_pow;
1127 let den = max_pow - min_pow;
1129 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1130 // quite a large factor to get something useful (ideally in the 2^30 range).
1131 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1132 let numerator = (num * BILLIONISH) as u64 + 1;
1133 let denominator = (den * BILLIONISH) as u64 + 1;
1134 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1135 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1136 (numerator, denominator)
1139 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1140 denominator < u64::max_value() / 21
1142 // If we have no knowledge of the channel, scale probability down by ~75%
1143 // Note that we prefer to increase the denominator rather than decrease the numerator as
1144 // the denominator is more likely to be larger and thus provide greater precision. This is
1145 // mostly an overoptimization but makes a large difference in tests.
1146 denominator = denominator * 21 / 16
1149 (numerator, denominator)
1152 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1153 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1155 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1156 let available_capacity = self.capacity_msat;
1157 let max_liquidity_msat = self.max_liquidity_msat();
1158 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1160 let mut res = if amount_msat <= min_liquidity_msat {
1162 } else if amount_msat >= max_liquidity_msat {
1163 // Equivalent to hitting the else clause below with the amount equal to the effective
1164 // capacity and without any certainty on the liquidity upper bound, plus the
1165 // impossibility penalty.
1166 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1167 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1168 score_params.liquidity_penalty_multiplier_msat,
1169 score_params.liquidity_penalty_amount_multiplier_msat)
1170 .saturating_add(score_params.considered_impossible_penalty_msat)
1172 let (numerator, denominator) = success_probability(amount_msat,
1173 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1174 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1175 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1176 // don't bother trying to use the log approximation as it gets too noisy to be
1177 // particularly helpful, instead just round down to 0.
1180 let negative_log10_times_2048 =
1181 approx::negative_log10_times_2048(numerator, denominator);
1182 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1183 score_params.liquidity_penalty_multiplier_msat,
1184 score_params.liquidity_penalty_amount_multiplier_msat)
1188 if amount_msat >= available_capacity {
1189 // We're trying to send more than the capacity, use a max penalty.
1190 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1191 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1192 score_params.historical_liquidity_penalty_multiplier_msat,
1193 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1197 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1198 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1199 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1200 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1201 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1204 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1205 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1206 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1207 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1209 // If we don't have any valid points (or, once decayed, we have less than a full
1210 // point), redo the non-historical calculation with no liquidity bounds tracked and
1211 // the historical penalty multipliers.
1212 let (numerator, denominator) = success_probability(amount_msat, 0,
1213 available_capacity, available_capacity, score_params, true);
1214 let negative_log10_times_2048 =
1215 approx::negative_log10_times_2048(numerator, denominator);
1216 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1217 score_params.historical_liquidity_penalty_multiplier_msat,
1218 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1225 /// Computes the liquidity penalty from the penalty multipliers.
1227 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1228 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1230 negative_log10_times_2048 =
1231 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1233 // Upper bound the liquidity penalty to ensure some channel is selected.
1234 let liquidity_penalty_msat = negative_log10_times_2048
1235 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1236 let amount_penalty_msat = negative_log10_times_2048
1237 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1238 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1240 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1243 /// Returns the lower bound of the channel liquidity balance in this direction.
1245 fn min_liquidity_msat(&self) -> u64 {
1246 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1249 /// Returns the upper bound of the channel liquidity balance in this direction.
1251 fn max_liquidity_msat(&self) -> u64 {
1253 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1256 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1257 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1259 // Decay the offset by the appropriate number of half lives. If half of the next half
1260 // life has passed, approximate an additional three-quarter life to help smooth out the
1262 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1263 let half_decays = elapsed_time / (half_life / 2);
1264 let decays = half_decays / 2;
1265 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1266 if half_decays % 2 == 0 {
1269 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1271 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1279 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1280 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1281 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1282 let existing_max_msat = self.max_liquidity_msat();
1283 if amount_msat < existing_max_msat {
1284 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1285 self.set_max_liquidity_msat(amount_msat);
1287 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1288 chan_descr, existing_max_msat, amount_msat);
1290 self.update_history_buckets(0);
1293 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1294 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1295 let existing_min_msat = self.min_liquidity_msat();
1296 if amount_msat > existing_min_msat {
1297 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1298 self.set_min_liquidity_msat(amount_msat);
1300 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1301 chan_descr, existing_min_msat, amount_msat);
1303 self.update_history_buckets(0);
1306 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1307 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1308 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1309 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1310 self.set_max_liquidity_msat(max_liquidity_msat);
1311 self.update_history_buckets(amount_msat);
1314 /// Updates the history buckets for this channel. Because the history buckets track what we now
1315 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1316 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1317 /// represents the amount of the successful payment we just made.
1318 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1319 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1320 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1321 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1322 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1323 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1325 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1326 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1327 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1329 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1330 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1331 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1335 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1336 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1337 *self.min_liquidity_offset_msat = amount_msat;
1338 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1341 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1343 *self.last_updated = self.now;
1346 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1347 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1348 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1349 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1352 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1354 *self.last_updated = self.now;
1358 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1359 type ScoreParams = ProbabilisticScoringFeeParameters;
1360 fn channel_penalty_msat(
1361 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1363 let (scid, target) = match candidate {
1364 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1365 (short_channel_id, info.target())
1369 let source = candidate.source();
1370 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1374 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1375 score_params.base_penalty_amount_multiplier_msat
1376 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1378 let mut anti_probing_penalty_msat = 0;
1379 match usage.effective_capacity {
1380 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1381 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1383 if usage.amount_msat > amount_msat {
1384 return u64::max_value();
1386 return base_penalty_msat;
1389 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1390 if htlc_maximum_msat >= capacity_msat/2 {
1391 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1397 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1398 let capacity_msat = usage.effective_capacity.as_msat();
1399 self.channel_liquidities
1401 .unwrap_or(&ChannelLiquidity::new())
1402 .as_directed(&source, &target, capacity_msat, self.decay_params)
1403 .penalty_msat(amount_msat, score_params)
1404 .saturating_add(anti_probing_penalty_msat)
1405 .saturating_add(base_penalty_msat)
1409 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1410 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1411 let amount_msat = path.final_value_msat();
1412 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1413 let network_graph = self.network_graph.read_only();
1414 for (hop_idx, hop) in path.hops.iter().enumerate() {
1415 let target = NodeId::from_pubkey(&hop.pubkey);
1416 let channel_directed_from_source = network_graph.channels()
1417 .get(&hop.short_channel_id)
1418 .and_then(|channel| channel.as_directed_to(&target));
1420 let at_failed_channel = hop.short_channel_id == short_channel_id;
1421 if at_failed_channel && hop_idx == 0 {
1422 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);
1425 // Only score announced channels.
1426 if let Some((channel, source)) = channel_directed_from_source {
1427 let capacity_msat = channel.effective_capacity().as_msat();
1428 if at_failed_channel {
1429 self.channel_liquidities
1430 .entry(hop.short_channel_id)
1431 .or_insert_with(ChannelLiquidity::new)
1432 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1433 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1435 self.channel_liquidities
1436 .entry(hop.short_channel_id)
1437 .or_insert_with(ChannelLiquidity::new)
1438 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1439 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1442 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).",
1443 hop.short_channel_id);
1445 if at_failed_channel { break; }
1449 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1450 let amount_msat = path.final_value_msat();
1451 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1452 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1453 let network_graph = self.network_graph.read_only();
1454 for hop in &path.hops {
1455 let target = NodeId::from_pubkey(&hop.pubkey);
1456 let channel_directed_from_source = network_graph.channels()
1457 .get(&hop.short_channel_id)
1458 .and_then(|channel| channel.as_directed_to(&target));
1460 // Only score announced channels.
1461 if let Some((channel, source)) = channel_directed_from_source {
1462 let capacity_msat = channel.effective_capacity().as_msat();
1463 self.channel_liquidities
1464 .entry(hop.short_channel_id)
1465 .or_insert_with(ChannelLiquidity::new)
1466 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1467 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1469 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).",
1470 hop.short_channel_id);
1475 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1476 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1479 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1480 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1483 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
1487 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1488 where L::Target: Logger {}
1490 #[cfg(feature = "std")]
1492 fn powf64(n: f64, exp: f64) -> f64 {
1495 #[cfg(not(feature = "std"))]
1496 fn powf64(n: f64, exp: f64) -> f64 {
1497 libm::powf(n as f32, exp as f32) as f64
1501 const BITS: u32 = 64;
1502 const HIGHEST_BIT: u32 = BITS - 1;
1503 const LOWER_BITS: u32 = 6;
1504 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1505 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1507 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1508 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1509 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1510 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1511 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1512 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1513 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1514 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1515 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1516 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1517 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1518 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1519 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1520 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1521 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1522 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1523 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1524 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1525 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1526 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1527 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1528 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1529 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1530 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1531 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1532 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1533 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1534 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1535 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1536 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1537 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1538 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1539 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1540 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1541 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1542 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1543 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1544 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1545 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1546 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1547 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1548 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1549 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1550 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1551 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1552 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1553 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1554 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1555 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1556 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1557 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1558 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1559 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1560 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1561 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1562 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1563 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1564 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1565 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1566 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1567 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1568 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1569 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1570 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1571 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1572 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1573 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1574 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1575 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1576 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1577 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1578 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1579 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1580 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1581 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1582 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1583 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1584 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1585 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1586 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1587 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1588 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1589 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1590 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1591 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1592 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1593 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1594 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1595 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1596 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1597 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1598 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1599 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1600 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1601 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1602 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1603 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1604 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1605 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1606 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1607 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1608 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1609 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1610 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1611 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1612 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1613 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1614 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1615 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1616 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1617 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1618 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1619 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1620 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1621 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1622 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1623 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1624 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1625 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1626 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1627 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1628 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1629 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1630 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1631 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1632 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1633 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1634 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1635 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1636 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1637 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1638 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1639 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1640 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1641 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1642 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1643 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1644 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1645 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1646 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1647 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1648 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1649 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1650 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1651 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1652 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1653 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1654 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1655 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1656 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1657 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1658 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1659 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1660 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1661 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1662 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1663 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1664 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1665 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1666 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1667 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1668 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1669 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1670 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1671 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1672 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1673 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1674 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1675 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1676 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1677 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1678 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1679 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1680 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1681 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1682 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1683 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1684 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1685 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1686 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1687 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1688 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1689 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1690 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1691 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1692 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1693 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1694 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1695 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1696 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1697 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1698 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1699 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1700 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1701 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1702 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1703 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1704 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1705 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1706 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1707 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1708 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1709 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1710 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1711 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1712 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1713 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1714 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1715 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1716 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1717 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1718 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1719 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1720 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1721 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1722 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1723 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1724 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1725 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1726 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1727 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1728 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1729 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1730 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1731 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1732 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1733 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1734 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1735 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1736 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1737 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1738 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1739 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1740 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1741 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1742 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1743 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1744 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1745 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1746 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1747 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1748 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1749 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1750 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1751 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1752 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1753 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1754 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1755 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1756 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1757 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1758 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1759 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1760 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1761 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1762 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1763 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1764 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1765 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1768 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1770 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1771 // Multiply the -1 through to avoid needing to use signed numbers.
1772 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1776 fn log10_times_2048(x: u64) -> u16 {
1777 debug_assert_ne!(x, 0);
1778 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1779 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1780 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1788 fn prints_negative_log10_times_2048_lookup_table() {
1789 for msb in 0..BITS {
1790 for i in 0..LOWER_BITS_BOUND {
1791 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1792 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1793 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1795 if i % LOWER_BITS_BOUND == 0 {
1796 print!("\t\t[{}, ", log10_times_2048);
1797 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1798 println!("{}],", log10_times_2048);
1799 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1800 print!("{},\n\t\t\t", log10_times_2048);
1802 print!("{}, ", log10_times_2048);
1810 mod bucketed_history {
1813 // Because liquidity is often skewed heavily in one direction, we store historical state
1814 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1815 // must fit evenly into the buckets here.
1817 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1818 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1819 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1820 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1822 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1823 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1824 // buckets in total.
1826 const BUCKET_START_POS: [u16; 33] = [
1827 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1828 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1831 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1832 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1835 const POSITION_TICKS: u16 = 1 << 14;
1837 fn pos_to_bucket(pos: u16) -> usize {
1838 for bucket in 0..32 {
1839 if pos < BUCKET_START_POS[bucket + 1] {
1843 debug_assert!(false);
1849 fn check_bucket_maps() {
1850 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1851 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1852 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1854 let mut min_size_iter = 0;
1855 let mut legacy_bucket_iter = 0;
1856 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1857 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1858 for i in 0..*width {
1859 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1861 min_size_iter += *width;
1862 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1863 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1864 if legacy_bucket_iter + 1 < 8 {
1865 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1867 legacy_bucket_iter += 1;
1870 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1871 assert_eq!(min_size_iter, POSITION_TICKS);
1875 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1876 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1877 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1878 .try_into().unwrap_or(POSITION_TICKS)
1880 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1881 // division. This branch should only be hit in fuzz testing since the amount would
1882 // need to be over 2.88 million BTC in practice.
1883 ((amount_msat as u128) * (POSITION_TICKS as u128)
1884 / (capacity_msat as u128).saturating_add(1))
1885 .try_into().unwrap_or(POSITION_TICKS)
1887 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1888 // capacity to change due to a `channel_update` message which, if received while a payment
1889 // is in-flight, could cause this to fail. Thus, we only assert in test.
1891 debug_assert!(pos < POSITION_TICKS);
1895 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1896 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1897 /// support reading the legacy values here for backwards compatibility.
1898 pub(super) struct LegacyHistoricalBucketRangeTracker {
1902 impl LegacyHistoricalBucketRangeTracker {
1903 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1904 let mut buckets = [0; 32];
1905 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1906 let mut new_val = *legacy_bucket;
1907 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1908 new_val /= (end - start) as u16;
1909 for i in start..end {
1910 buckets[i as usize] = new_val;
1913 HistoricalBucketRangeTracker { buckets }
1917 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1918 /// in each of 32 buckets.
1919 #[derive(Clone, Copy)]
1920 pub(super) struct HistoricalBucketRangeTracker {
1924 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1925 /// "one" is 32, or this constant.
1926 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1928 impl HistoricalBucketRangeTracker {
1929 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1930 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1931 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1932 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1934 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1935 // the buckets for the current min and max liquidity offset positions.
1937 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1938 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1939 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1941 // In total, this allows us to track data for the last 8,000 or so payments across a given
1944 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1945 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1946 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1949 // The constants were picked experimentally, selecting a decay amount that restricts us
1950 // from overflowing buckets without having to cap them manually.
1952 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1953 if pos < POSITION_TICKS {
1954 for e in self.buckets.iter_mut() {
1955 *e = ((*e as u32) * 2047 / 2048) as u16;
1957 let bucket = pos_to_bucket(pos);
1958 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1961 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1962 /// datapoints as we receive newer information.
1964 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1965 for e in self.buckets.iter_mut() {
1966 *e = e.checked_shr(half_lives).unwrap_or(0);
1971 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1972 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1974 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1975 /// liquidity bounds for a given channel.
1976 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1977 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1979 pub(super) min_liquidity_offset_history: D,
1980 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1982 pub(super) max_liquidity_offset_history: D,
1985 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1986 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1987 -> Option<([u16; 32], [u16; 32])> {
1988 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1990 let mut min_buckets = *self.min_liquidity_offset_history;
1991 min_buckets.time_decay_data(required_decays);
1992 let mut max_buckets = *self.max_liquidity_offset_history;
1993 max_buckets.time_decay_data(required_decays);
1994 Some((min_buckets.buckets, max_buckets.buckets))
1997 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1998 -> Option<(u64, u32)> {
1999 let required_decays = now.duration_since(last_updated).as_secs()
2000 .checked_div(half_life.as_secs())
2001 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
2003 let mut total_valid_points_tracked = 0;
2004 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2005 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2006 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2010 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2011 // treat it as if we were fully decayed.
2012 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2013 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
2017 Some((total_valid_points_tracked, required_decays))
2021 pub(super) fn calculate_success_probability_times_billion<T: Time>(
2022 &self, now: T, last_updated: T, half_life: Duration,
2023 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
2025 // If historical penalties are enabled, we try to calculate a probability of success
2026 // given our historical distribution of min- and max-liquidity bounds in a channel.
2027 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2028 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2029 // state). For each pair, we calculate the probability as if the bucket's corresponding
2030 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2031 // that probability by the weight of the selected buckets.
2032 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2033 if payment_pos >= POSITION_TICKS { return None; }
2035 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2036 // don't actually use the decayed buckets, though, as that would lose precision.
2037 let (total_valid_points_tracked, _)
2038 = self.get_total_valid_points(now, last_updated, half_life)?;
2040 let mut cumulative_success_prob_times_billion = 0;
2041 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2042 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2043 // points against the 0th min bucket. This avoids the case where we fail to route
2044 // increasingly lower values over a channel, but treat each failure as a separate
2045 // datapoint, many of which may have relatively high maximum-available-liquidity
2046 // values, which will result in us thinking we have some nontrivial probability of
2047 // routing up to that amount.
2048 if self.min_liquidity_offset_history.buckets[0] != 0 {
2049 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2050 let mut total_max_points = 0; // Total points in max-buckets to consider
2051 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2052 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2053 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2055 total_max_points += *max_bucket as u64;
2057 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2058 if payment_pos < max_bucket_end_pos {
2059 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2060 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2061 let bucket_prob_times_billion =
2062 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2063 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2064 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2065 numerator / denominator;
2069 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2070 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2071 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2072 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2073 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2074 // 30 bits is 62 bits.
2075 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2076 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2077 if payment_pos >= max_bucket_end_pos {
2078 // Success probability 0, the payment amount may be above the max liquidity
2080 } else if payment_pos < min_bucket_start_pos {
2081 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2083 let (numerator, denominator) = success_probability(payment_pos as u64,
2084 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2085 POSITION_TICKS as u64 - 1, params, true);
2086 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2087 numerator / denominator;
2092 Some(cumulative_success_prob_times_billion)
2096 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2098 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2100 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2101 write_tlv_fields!(w, {
2102 (0, self.channel_liquidities, required),
2108 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2109 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2112 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2113 ) -> Result<Self, DecodeError> {
2114 let (decay_params, network_graph, logger) = args;
2115 let mut channel_liquidities = HashMap::new();
2116 read_tlv_fields!(r, {
2117 (0, channel_liquidities, required),
2123 channel_liquidities,
2128 impl<T: Time> Writeable for ChannelLiquidity<T> {
2130 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2131 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2132 write_tlv_fields!(w, {
2133 (0, self.min_liquidity_offset_msat, required),
2134 // 1 was the min_liquidity_offset_history in octile form
2135 (2, self.max_liquidity_offset_msat, required),
2136 // 3 was the max_liquidity_offset_history in octile form
2137 (4, duration_since_epoch, required),
2138 (5, Some(self.min_liquidity_offset_history), option),
2139 (7, Some(self.max_liquidity_offset_history), option),
2145 impl<T: Time> Readable for ChannelLiquidity<T> {
2147 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2148 let mut min_liquidity_offset_msat = 0;
2149 let mut max_liquidity_offset_msat = 0;
2150 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2151 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2152 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2153 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2154 let mut duration_since_epoch = Duration::from_secs(0);
2155 read_tlv_fields!(r, {
2156 (0, min_liquidity_offset_msat, required),
2157 (1, legacy_min_liq_offset_history, option),
2158 (2, max_liquidity_offset_msat, required),
2159 (3, legacy_max_liq_offset_history, option),
2160 (4, duration_since_epoch, required),
2161 (5, min_liquidity_offset_history, option),
2162 (7, max_liquidity_offset_history, option),
2164 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2165 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2166 // is a time from a monotonic clock usually represented as an offset against boot time).
2167 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2168 // from the one that was written. However, because `Instant` can panic if we construct one
2169 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2170 // using `Instant::now()` in that case.
2171 let wall_clock_now = T::duration_since_epoch();
2173 let last_updated = if wall_clock_now > duration_since_epoch {
2174 now - (wall_clock_now - duration_since_epoch)
2176 if min_liquidity_offset_history.is_none() {
2177 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2178 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2180 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2183 if max_liquidity_offset_history.is_none() {
2184 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2185 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2187 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2191 min_liquidity_offset_msat,
2192 max_liquidity_offset_msat,
2193 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2194 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2202 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2203 use crate::blinded_path::{BlindedHop, BlindedPath};
2204 use crate::util::config::UserConfig;
2205 use crate::util::time::Time;
2206 use crate::util::time::tests::SinceEpoch;
2208 use crate::ln::channelmanager;
2209 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2210 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2211 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2212 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2213 use crate::util::ser::{ReadableArgs, Writeable};
2214 use crate::util::test_utils::{self, TestLogger};
2216 use bitcoin::blockdata::constants::ChainHash;
2217 use bitcoin::hashes::Hash;
2218 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2219 use bitcoin::network::constants::Network;
2220 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2221 use core::time::Duration;
2224 fn source_privkey() -> SecretKey {
2225 SecretKey::from_slice(&[42; 32]).unwrap()
2228 fn target_privkey() -> SecretKey {
2229 SecretKey::from_slice(&[43; 32]).unwrap()
2232 fn source_pubkey() -> PublicKey {
2233 let secp_ctx = Secp256k1::new();
2234 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2237 fn target_pubkey() -> PublicKey {
2238 let secp_ctx = Secp256k1::new();
2239 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2242 fn source_node_id() -> NodeId {
2243 NodeId::from_pubkey(&source_pubkey())
2246 fn target_node_id() -> NodeId {
2247 NodeId::from_pubkey(&target_pubkey())
2250 // `ProbabilisticScorer` tests
2252 /// A probabilistic scorer for testing with time that can be manually advanced.
2253 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2255 fn sender_privkey() -> SecretKey {
2256 SecretKey::from_slice(&[41; 32]).unwrap()
2259 fn recipient_privkey() -> SecretKey {
2260 SecretKey::from_slice(&[45; 32]).unwrap()
2263 fn sender_pubkey() -> PublicKey {
2264 let secp_ctx = Secp256k1::new();
2265 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2268 fn recipient_pubkey() -> PublicKey {
2269 let secp_ctx = Secp256k1::new();
2270 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2273 fn recipient_node_id() -> NodeId {
2274 NodeId::from_pubkey(&recipient_pubkey())
2277 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2278 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2279 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2280 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2286 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2287 node_2_key: SecretKey
2289 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2290 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2291 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2292 let secp_ctx = Secp256k1::new();
2293 let unsigned_announcement = UnsignedChannelAnnouncement {
2294 features: channelmanager::provided_channel_features(&UserConfig::default()),
2295 chain_hash: genesis_hash,
2297 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2298 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2299 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2300 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2301 excess_data: Vec::new(),
2303 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2304 let signed_announcement = ChannelAnnouncement {
2305 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2306 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2307 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2308 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2309 contents: unsigned_announcement,
2311 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2312 network_graph.update_channel_from_announcement(
2313 &signed_announcement, &chain_source).unwrap();
2314 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2315 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2319 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2320 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2322 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2323 let secp_ctx = Secp256k1::new();
2324 let unsigned_update = UnsignedChannelUpdate {
2325 chain_hash: genesis_hash,
2329 cltv_expiry_delta: 18,
2330 htlc_minimum_msat: 0,
2333 fee_proportional_millionths: 0,
2334 excess_data: Vec::new(),
2336 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2337 let signed_update = ChannelUpdate {
2338 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2339 contents: unsigned_update,
2341 network_graph.update_channel(&signed_update).unwrap();
2344 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2345 let config = UserConfig::default();
2348 node_features: channelmanager::provided_node_features(&config),
2350 channel_features: channelmanager::provided_channel_features(&config),
2352 cltv_expiry_delta: 18,
2353 maybe_announced_channel: true,
2357 fn payment_path_for_amount(amount_msat: u64) -> Path {
2360 path_hop(source_pubkey(), 41, 1),
2361 path_hop(target_pubkey(), 42, 2),
2362 path_hop(recipient_pubkey(), 43, amount_msat),
2363 ], blinded_tail: None,
2368 fn liquidity_bounds_directed_from_lowest_node_id() {
2369 let logger = TestLogger::new();
2370 let last_updated = SinceEpoch::now();
2371 let network_graph = network_graph(&logger);
2372 let decay_params = ProbabilisticScoringDecayParameters::default();
2373 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2376 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2377 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2378 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2382 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2383 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2384 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2386 let source = source_node_id();
2387 let target = target_node_id();
2388 let recipient = recipient_node_id();
2389 assert!(source > target);
2390 assert!(target < recipient);
2392 // Update minimum liquidity.
2394 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2395 .as_directed(&source, &target, 1_000, decay_params);
2396 assert_eq!(liquidity.min_liquidity_msat(), 100);
2397 assert_eq!(liquidity.max_liquidity_msat(), 300);
2399 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2400 .as_directed(&target, &source, 1_000, decay_params);
2401 assert_eq!(liquidity.min_liquidity_msat(), 700);
2402 assert_eq!(liquidity.max_liquidity_msat(), 900);
2404 scorer.channel_liquidities.get_mut(&42).unwrap()
2405 .as_directed_mut(&source, &target, 1_000, decay_params)
2406 .set_min_liquidity_msat(200);
2408 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2409 .as_directed(&source, &target, 1_000, decay_params);
2410 assert_eq!(liquidity.min_liquidity_msat(), 200);
2411 assert_eq!(liquidity.max_liquidity_msat(), 300);
2413 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2414 .as_directed(&target, &source, 1_000, decay_params);
2415 assert_eq!(liquidity.min_liquidity_msat(), 700);
2416 assert_eq!(liquidity.max_liquidity_msat(), 800);
2418 // Update maximum liquidity.
2420 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2421 .as_directed(&target, &recipient, 1_000, decay_params);
2422 assert_eq!(liquidity.min_liquidity_msat(), 700);
2423 assert_eq!(liquidity.max_liquidity_msat(), 900);
2425 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2426 .as_directed(&recipient, &target, 1_000, decay_params);
2427 assert_eq!(liquidity.min_liquidity_msat(), 100);
2428 assert_eq!(liquidity.max_liquidity_msat(), 300);
2430 scorer.channel_liquidities.get_mut(&43).unwrap()
2431 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2432 .set_max_liquidity_msat(200);
2434 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2435 .as_directed(&target, &recipient, 1_000, decay_params);
2436 assert_eq!(liquidity.min_liquidity_msat(), 0);
2437 assert_eq!(liquidity.max_liquidity_msat(), 200);
2439 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2440 .as_directed(&recipient, &target, 1_000, decay_params);
2441 assert_eq!(liquidity.min_liquidity_msat(), 800);
2442 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2446 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2447 let logger = TestLogger::new();
2448 let last_updated = SinceEpoch::now();
2449 let network_graph = network_graph(&logger);
2450 let decay_params = ProbabilisticScoringDecayParameters::default();
2451 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2454 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2455 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2456 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2458 let source = source_node_id();
2459 let target = target_node_id();
2460 assert!(source > target);
2462 // Check initial bounds.
2463 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2464 .as_directed(&source, &target, 1_000, decay_params);
2465 assert_eq!(liquidity.min_liquidity_msat(), 400);
2466 assert_eq!(liquidity.max_liquidity_msat(), 800);
2468 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2469 .as_directed(&target, &source, 1_000, decay_params);
2470 assert_eq!(liquidity.min_liquidity_msat(), 200);
2471 assert_eq!(liquidity.max_liquidity_msat(), 600);
2473 // Reset from source to target.
2474 scorer.channel_liquidities.get_mut(&42).unwrap()
2475 .as_directed_mut(&source, &target, 1_000, decay_params)
2476 .set_min_liquidity_msat(900);
2478 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2479 .as_directed(&source, &target, 1_000, decay_params);
2480 assert_eq!(liquidity.min_liquidity_msat(), 900);
2481 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2483 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2484 .as_directed(&target, &source, 1_000, decay_params);
2485 assert_eq!(liquidity.min_liquidity_msat(), 0);
2486 assert_eq!(liquidity.max_liquidity_msat(), 100);
2488 // Reset from target to source.
2489 scorer.channel_liquidities.get_mut(&42).unwrap()
2490 .as_directed_mut(&target, &source, 1_000, decay_params)
2491 .set_min_liquidity_msat(400);
2493 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2494 .as_directed(&source, &target, 1_000, decay_params);
2495 assert_eq!(liquidity.min_liquidity_msat(), 0);
2496 assert_eq!(liquidity.max_liquidity_msat(), 600);
2498 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2499 .as_directed(&target, &source, 1_000, decay_params);
2500 assert_eq!(liquidity.min_liquidity_msat(), 400);
2501 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2505 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2506 let logger = TestLogger::new();
2507 let last_updated = SinceEpoch::now();
2508 let network_graph = network_graph(&logger);
2509 let decay_params = ProbabilisticScoringDecayParameters::default();
2510 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2513 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2514 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2515 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2517 let source = source_node_id();
2518 let target = target_node_id();
2519 assert!(source > target);
2521 // Check initial bounds.
2522 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2523 .as_directed(&source, &target, 1_000, decay_params);
2524 assert_eq!(liquidity.min_liquidity_msat(), 400);
2525 assert_eq!(liquidity.max_liquidity_msat(), 800);
2527 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2528 .as_directed(&target, &source, 1_000, decay_params);
2529 assert_eq!(liquidity.min_liquidity_msat(), 200);
2530 assert_eq!(liquidity.max_liquidity_msat(), 600);
2532 // Reset from source to target.
2533 scorer.channel_liquidities.get_mut(&42).unwrap()
2534 .as_directed_mut(&source, &target, 1_000, decay_params)
2535 .set_max_liquidity_msat(300);
2537 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2538 .as_directed(&source, &target, 1_000, decay_params);
2539 assert_eq!(liquidity.min_liquidity_msat(), 0);
2540 assert_eq!(liquidity.max_liquidity_msat(), 300);
2542 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2543 .as_directed(&target, &source, 1_000, decay_params);
2544 assert_eq!(liquidity.min_liquidity_msat(), 700);
2545 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2547 // Reset from target to source.
2548 scorer.channel_liquidities.get_mut(&42).unwrap()
2549 .as_directed_mut(&target, &source, 1_000, decay_params)
2550 .set_max_liquidity_msat(600);
2552 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2553 .as_directed(&source, &target, 1_000, decay_params);
2554 assert_eq!(liquidity.min_liquidity_msat(), 400);
2555 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2557 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2558 .as_directed(&target, &source, 1_000, decay_params);
2559 assert_eq!(liquidity.min_liquidity_msat(), 0);
2560 assert_eq!(liquidity.max_liquidity_msat(), 600);
2564 fn increased_penalty_nearing_liquidity_upper_bound() {
2565 let logger = TestLogger::new();
2566 let network_graph = network_graph(&logger);
2567 let params = ProbabilisticScoringFeeParameters {
2568 liquidity_penalty_multiplier_msat: 1_000,
2569 ..ProbabilisticScoringFeeParameters::zero_penalty()
2571 let decay_params = ProbabilisticScoringDecayParameters::default();
2572 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2573 let source = source_node_id();
2575 let usage = ChannelUsage {
2577 inflight_htlc_msat: 0,
2578 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2580 let network_graph = network_graph.read_only();
2581 let channel = network_graph.channel(42).unwrap();
2582 let (info, _) = channel.as_directed_from(&source).unwrap();
2583 let candidate = CandidateRouteHop::PublicHop {
2585 short_channel_id: 42,
2587 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2588 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2589 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2590 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2591 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2592 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2593 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2595 let usage = ChannelUsage {
2597 inflight_htlc_msat: 0,
2598 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2600 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2601 let usage = ChannelUsage { amount_msat: 256, ..usage };
2602 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2603 let usage = ChannelUsage { amount_msat: 374, ..usage };
2604 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2605 let usage = ChannelUsage { amount_msat: 512, ..usage };
2606 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2607 let usage = ChannelUsage { amount_msat: 640, ..usage };
2608 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2609 let usage = ChannelUsage { amount_msat: 768, ..usage };
2610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2611 let usage = ChannelUsage { amount_msat: 896, ..usage };
2612 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2616 fn constant_penalty_outside_liquidity_bounds() {
2617 let logger = TestLogger::new();
2618 let last_updated = SinceEpoch::now();
2619 let network_graph = network_graph(&logger);
2620 let params = ProbabilisticScoringFeeParameters {
2621 liquidity_penalty_multiplier_msat: 1_000,
2622 considered_impossible_penalty_msat: u64::max_value(),
2623 ..ProbabilisticScoringFeeParameters::zero_penalty()
2625 let decay_params = ProbabilisticScoringDecayParameters {
2626 ..ProbabilisticScoringDecayParameters::zero_penalty()
2628 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2631 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2632 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2633 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2635 let source = source_node_id();
2637 let usage = ChannelUsage {
2639 inflight_htlc_msat: 0,
2640 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2642 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2643 let (info, _) = channel.as_directed_from(&source).unwrap();
2644 let candidate = CandidateRouteHop::PublicHop {
2646 short_channel_id: 42,
2648 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2649 let usage = ChannelUsage { amount_msat: 50, ..usage };
2650 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2651 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2652 let usage = ChannelUsage { amount_msat: 61, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2657 fn does_not_further_penalize_own_channel() {
2658 let logger = TestLogger::new();
2659 let network_graph = network_graph(&logger);
2660 let params = ProbabilisticScoringFeeParameters {
2661 liquidity_penalty_multiplier_msat: 1_000,
2662 ..ProbabilisticScoringFeeParameters::zero_penalty()
2664 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2665 let source = source_node_id();
2666 let usage = ChannelUsage {
2668 inflight_htlc_msat: 0,
2669 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2671 let failed_path = payment_path_for_amount(500);
2672 let successful_path = payment_path_for_amount(200);
2673 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2674 let (info, _) = channel.as_directed_from(&source).unwrap();
2675 let candidate = CandidateRouteHop::PublicHop {
2677 short_channel_id: 41,
2680 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2682 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2683 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2685 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2686 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2690 fn sets_liquidity_lower_bound_on_downstream_failure() {
2691 let logger = TestLogger::new();
2692 let network_graph = network_graph(&logger);
2693 let params = ProbabilisticScoringFeeParameters {
2694 liquidity_penalty_multiplier_msat: 1_000,
2695 ..ProbabilisticScoringFeeParameters::zero_penalty()
2697 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2698 let source = source_node_id();
2699 let path = payment_path_for_amount(500);
2701 let usage = ChannelUsage {
2703 inflight_htlc_msat: 0,
2704 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2706 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2707 let (info, _) = channel.as_directed_from(&source).unwrap();
2708 let candidate = CandidateRouteHop::PublicHop {
2710 short_channel_id: 42,
2712 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2713 let usage = ChannelUsage { amount_msat: 500, ..usage };
2714 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2715 let usage = ChannelUsage { amount_msat: 750, ..usage };
2716 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2718 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2720 let usage = ChannelUsage { amount_msat: 250, ..usage };
2721 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2722 let usage = ChannelUsage { amount_msat: 500, ..usage };
2723 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2724 let usage = ChannelUsage { amount_msat: 750, ..usage };
2725 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2729 fn sets_liquidity_upper_bound_on_failure() {
2730 let logger = TestLogger::new();
2731 let network_graph = network_graph(&logger);
2732 let params = ProbabilisticScoringFeeParameters {
2733 liquidity_penalty_multiplier_msat: 1_000,
2734 considered_impossible_penalty_msat: u64::max_value(),
2735 ..ProbabilisticScoringFeeParameters::zero_penalty()
2737 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2738 let source = source_node_id();
2739 let path = payment_path_for_amount(500);
2741 let usage = ChannelUsage {
2743 inflight_htlc_msat: 0,
2744 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2746 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2747 let (info, _) = channel.as_directed_from(&source).unwrap();
2748 let candidate = CandidateRouteHop::PublicHop {
2750 short_channel_id: 42,
2752 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2753 let usage = ChannelUsage { amount_msat: 500, ..usage };
2754 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2755 let usage = ChannelUsage { amount_msat: 750, ..usage };
2756 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2758 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2760 let usage = ChannelUsage { amount_msat: 250, ..usage };
2761 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2762 let usage = ChannelUsage { amount_msat: 500, ..usage };
2763 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2764 let usage = ChannelUsage { amount_msat: 750, ..usage };
2765 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2769 fn ignores_channels_after_removed_failed_channel() {
2770 // Previously, if we'd tried to send over a channel which was removed from the network
2771 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2772 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2773 // channels in the route, even ones which they payment never reached. This tests to ensure
2774 // we do not score such channels.
2775 let secp_ctx = Secp256k1::new();
2776 let logger = TestLogger::new();
2777 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2778 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2779 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2780 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2781 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2782 add_channel(&mut network_graph, 42, secret_a, secret_b);
2783 // Don't add the channel from B -> C.
2784 add_channel(&mut network_graph, 44, secret_c, secret_d);
2786 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2787 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2788 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2789 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2792 path_hop(pub_b, 42, 1),
2793 path_hop(pub_c, 43, 2),
2794 path_hop(pub_d, 44, 100),
2797 let node_a = NodeId::from_pubkey(&pub_a);
2798 let node_b = NodeId::from_pubkey(&pub_b);
2799 let node_c = NodeId::from_pubkey(&pub_c);
2801 let params = ProbabilisticScoringFeeParameters {
2802 liquidity_penalty_multiplier_msat: 1_000,
2803 ..ProbabilisticScoringFeeParameters::zero_penalty()
2805 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2807 let usage = ChannelUsage {
2809 inflight_htlc_msat: 0,
2810 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2812 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2813 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2814 let candidate = CandidateRouteHop::PublicHop {
2816 short_channel_id: 42,
2818 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2819 // Note that a default liquidity bound is used for B -> C as no channel exists
2820 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2821 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2822 let candidate = CandidateRouteHop::PublicHop {
2824 short_channel_id: 43,
2826 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2827 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2828 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2829 let candidate = CandidateRouteHop::PublicHop {
2831 short_channel_id: 44,
2833 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2835 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2837 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2838 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2839 let candidate = CandidateRouteHop::PublicHop {
2841 short_channel_id: 42,
2843 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2844 // Note that a default liquidity bound is used for B -> C as no channel exists
2845 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2846 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2847 let candidate = CandidateRouteHop::PublicHop {
2849 short_channel_id: 43,
2851 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2852 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2853 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2854 let candidate = CandidateRouteHop::PublicHop {
2856 short_channel_id: 44,
2858 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2862 fn reduces_liquidity_upper_bound_along_path_on_success() {
2863 let logger = TestLogger::new();
2864 let network_graph = network_graph(&logger);
2865 let params = ProbabilisticScoringFeeParameters {
2866 liquidity_penalty_multiplier_msat: 1_000,
2867 ..ProbabilisticScoringFeeParameters::zero_penalty()
2869 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2870 let source = source_node_id();
2871 let usage = ChannelUsage {
2873 inflight_htlc_msat: 0,
2874 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2876 let network_graph = network_graph.read_only().channels().clone();
2877 let channel_42 = network_graph.get(&42).unwrap();
2878 let channel_43 = network_graph.get(&43).unwrap();
2879 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2880 let candidate_41 = CandidateRouteHop::PublicHop {
2882 short_channel_id: 41,
2884 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2885 let candidate_42 = CandidateRouteHop::PublicHop {
2887 short_channel_id: 42,
2889 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2890 let candidate_43 = CandidateRouteHop::PublicHop {
2892 short_channel_id: 43,
2894 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2895 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2896 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2898 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2900 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2901 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2902 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2906 fn decays_liquidity_bounds_over_time() {
2907 let logger = TestLogger::new();
2908 let network_graph = network_graph(&logger);
2909 let params = ProbabilisticScoringFeeParameters {
2910 liquidity_penalty_multiplier_msat: 1_000,
2911 considered_impossible_penalty_msat: u64::max_value(),
2912 ..ProbabilisticScoringFeeParameters::zero_penalty()
2914 let decay_params = ProbabilisticScoringDecayParameters {
2915 liquidity_offset_half_life: Duration::from_secs(10),
2916 ..ProbabilisticScoringDecayParameters::zero_penalty()
2918 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2919 let source = source_node_id();
2921 let usage = ChannelUsage {
2923 inflight_htlc_msat: 0,
2924 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2926 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2927 let (info, _) = channel.as_directed_from(&source).unwrap();
2928 let candidate = CandidateRouteHop::PublicHop {
2930 short_channel_id: 42,
2932 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2933 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2934 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2936 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2937 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2939 // Initial penalties
2940 let usage = ChannelUsage { amount_msat: 128, ..usage };
2941 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2942 let usage = ChannelUsage { amount_msat: 256, ..usage };
2943 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2944 let usage = ChannelUsage { amount_msat: 768, ..usage };
2945 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2946 let usage = ChannelUsage { amount_msat: 896, ..usage };
2947 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2950 SinceEpoch::advance(Duration::from_secs(4));
2951 let usage = ChannelUsage { amount_msat: 128, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2953 let usage = ChannelUsage { amount_msat: 256, ..usage };
2954 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2955 let usage = ChannelUsage { amount_msat: 768, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2957 let usage = ChannelUsage { amount_msat: 896, ..usage };
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2960 // Half decay (i.e., three-quarter life)
2961 SinceEpoch::advance(Duration::from_secs(1));
2962 let usage = ChannelUsage { amount_msat: 128, ..usage };
2963 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2964 let usage = ChannelUsage { amount_msat: 256, ..usage };
2965 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2966 let usage = ChannelUsage { amount_msat: 768, ..usage };
2967 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2968 let usage = ChannelUsage { amount_msat: 896, ..usage };
2969 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2971 // One decay (i.e., half life)
2972 SinceEpoch::advance(Duration::from_secs(5));
2973 let usage = ChannelUsage { amount_msat: 64, ..usage };
2974 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2975 let usage = ChannelUsage { amount_msat: 128, ..usage };
2976 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2977 let usage = ChannelUsage { amount_msat: 896, ..usage };
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2979 let usage = ChannelUsage { amount_msat: 960, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2982 // Fully decay liquidity lower bound.
2983 SinceEpoch::advance(Duration::from_secs(10 * 7));
2984 let usage = ChannelUsage { amount_msat: 0, ..usage };
2985 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2986 let usage = ChannelUsage { amount_msat: 1, ..usage };
2987 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2988 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2990 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2991 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2993 // Fully decay liquidity upper bound.
2994 SinceEpoch::advance(Duration::from_secs(10));
2995 let usage = ChannelUsage { amount_msat: 0, ..usage };
2996 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2997 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2998 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3000 SinceEpoch::advance(Duration::from_secs(10));
3001 let usage = ChannelUsage { amount_msat: 0, ..usage };
3002 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3003 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3004 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3008 fn decays_liquidity_bounds_without_shift_overflow() {
3009 let logger = TestLogger::new();
3010 let network_graph = network_graph(&logger);
3011 let params = ProbabilisticScoringFeeParameters {
3012 liquidity_penalty_multiplier_msat: 1_000,
3013 ..ProbabilisticScoringFeeParameters::zero_penalty()
3015 let decay_params = ProbabilisticScoringDecayParameters {
3016 liquidity_offset_half_life: Duration::from_secs(10),
3017 ..ProbabilisticScoringDecayParameters::default()
3019 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3020 let source = source_node_id();
3021 let usage = ChannelUsage {
3023 inflight_htlc_msat: 0,
3024 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3026 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3027 let (info, _) = channel.as_directed_from(&source).unwrap();
3028 let candidate = CandidateRouteHop::PublicHop {
3030 short_channel_id: 42,
3032 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3034 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3035 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3037 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3038 // would cause an overflow.
3039 SinceEpoch::advance(Duration::from_secs(10 * 64));
3040 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3042 SinceEpoch::advance(Duration::from_secs(10));
3043 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3047 fn restricts_liquidity_bounds_after_decay() {
3048 let logger = TestLogger::new();
3049 let network_graph = network_graph(&logger);
3050 let params = ProbabilisticScoringFeeParameters {
3051 liquidity_penalty_multiplier_msat: 1_000,
3052 ..ProbabilisticScoringFeeParameters::zero_penalty()
3054 let decay_params = ProbabilisticScoringDecayParameters {
3055 liquidity_offset_half_life: Duration::from_secs(10),
3056 ..ProbabilisticScoringDecayParameters::default()
3058 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3059 let source = source_node_id();
3060 let usage = ChannelUsage {
3062 inflight_htlc_msat: 0,
3063 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3065 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3066 let (info, _) = channel.as_directed_from(&source).unwrap();
3067 let candidate = CandidateRouteHop::PublicHop {
3069 short_channel_id: 42,
3072 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3074 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3075 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3076 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3077 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3079 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3080 SinceEpoch::advance(Duration::from_secs(10));
3081 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3083 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3084 // is closer to the upper bound, meaning a higher penalty.
3085 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3086 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3088 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3089 // is closer to the lower bound, meaning a lower penalty.
3090 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3091 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3093 // Further decaying affects the lower bound more than the upper bound (128, 928).
3094 SinceEpoch::advance(Duration::from_secs(10));
3095 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3099 fn restores_persisted_liquidity_bounds() {
3100 let logger = TestLogger::new();
3101 let network_graph = network_graph(&logger);
3102 let params = ProbabilisticScoringFeeParameters {
3103 liquidity_penalty_multiplier_msat: 1_000,
3104 considered_impossible_penalty_msat: u64::max_value(),
3105 ..ProbabilisticScoringFeeParameters::zero_penalty()
3107 let decay_params = ProbabilisticScoringDecayParameters {
3108 liquidity_offset_half_life: Duration::from_secs(10),
3109 ..ProbabilisticScoringDecayParameters::default()
3111 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3112 let source = source_node_id();
3113 let usage = ChannelUsage {
3115 inflight_htlc_msat: 0,
3116 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3119 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3120 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3121 let (info, _) = channel.as_directed_from(&source).unwrap();
3122 let candidate = CandidateRouteHop::PublicHop {
3124 short_channel_id: 42,
3126 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3128 SinceEpoch::advance(Duration::from_secs(10));
3129 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3131 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3132 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3134 let mut serialized_scorer = Vec::new();
3135 scorer.write(&mut serialized_scorer).unwrap();
3137 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3138 let deserialized_scorer =
3139 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3140 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3144 fn decays_persisted_liquidity_bounds() {
3145 let logger = TestLogger::new();
3146 let network_graph = network_graph(&logger);
3147 let params = ProbabilisticScoringFeeParameters {
3148 liquidity_penalty_multiplier_msat: 1_000,
3149 considered_impossible_penalty_msat: u64::max_value(),
3150 ..ProbabilisticScoringFeeParameters::zero_penalty()
3152 let decay_params = ProbabilisticScoringDecayParameters {
3153 liquidity_offset_half_life: Duration::from_secs(10),
3154 ..ProbabilisticScoringDecayParameters::zero_penalty()
3156 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3157 let source = source_node_id();
3158 let usage = ChannelUsage {
3160 inflight_htlc_msat: 0,
3161 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3164 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3165 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3166 let (info, _) = channel.as_directed_from(&source).unwrap();
3167 let candidate = CandidateRouteHop::PublicHop {
3169 short_channel_id: 42,
3171 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3173 let mut serialized_scorer = Vec::new();
3174 scorer.write(&mut serialized_scorer).unwrap();
3176 SinceEpoch::advance(Duration::from_secs(10));
3178 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3179 let deserialized_scorer =
3180 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3181 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3183 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3184 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3186 SinceEpoch::advance(Duration::from_secs(10));
3187 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3191 fn scores_realistic_payments() {
3192 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3193 // 50k sat reserve).
3194 let logger = TestLogger::new();
3195 let network_graph = network_graph(&logger);
3196 let params = ProbabilisticScoringFeeParameters::default();
3197 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3198 let source = source_node_id();
3200 let usage = ChannelUsage {
3201 amount_msat: 100_000_000,
3202 inflight_htlc_msat: 0,
3203 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3205 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3206 let (info, _) = channel.as_directed_from(&source).unwrap();
3207 let candidate = CandidateRouteHop::PublicHop {
3209 short_channel_id: 42,
3211 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3212 let usage = ChannelUsage {
3213 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3215 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3216 let usage = ChannelUsage {
3217 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3219 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3220 let usage = ChannelUsage {
3221 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3223 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3224 let usage = ChannelUsage {
3225 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3227 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3228 let usage = ChannelUsage {
3229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3231 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3232 let usage = ChannelUsage {
3233 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3235 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3236 let usage = ChannelUsage {
3237 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3239 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3240 let usage = ChannelUsage {
3241 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3243 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3244 let usage = ChannelUsage {
3245 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3247 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3248 let usage = ChannelUsage {
3249 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3251 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3255 fn adds_base_penalty_to_liquidity_penalty() {
3256 let logger = TestLogger::new();
3257 let network_graph = network_graph(&logger);
3258 let source = source_node_id();
3259 let usage = ChannelUsage {
3261 inflight_htlc_msat: 0,
3262 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3265 let params = ProbabilisticScoringFeeParameters {
3266 liquidity_penalty_multiplier_msat: 1_000,
3267 ..ProbabilisticScoringFeeParameters::zero_penalty()
3269 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3270 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3271 let (info, _) = channel.as_directed_from(&source).unwrap();
3272 let candidate = CandidateRouteHop::PublicHop {
3274 short_channel_id: 42,
3276 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3278 let params = ProbabilisticScoringFeeParameters {
3279 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3280 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3282 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3283 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3285 let params = ProbabilisticScoringFeeParameters {
3286 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3287 base_penalty_amount_multiplier_msat: (1 << 30),
3288 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3291 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3292 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3296 fn adds_amount_penalty_to_liquidity_penalty() {
3297 let logger = TestLogger::new();
3298 let network_graph = network_graph(&logger);
3299 let source = source_node_id();
3300 let usage = ChannelUsage {
3301 amount_msat: 512_000,
3302 inflight_htlc_msat: 0,
3303 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3306 let params = ProbabilisticScoringFeeParameters {
3307 liquidity_penalty_multiplier_msat: 1_000,
3308 liquidity_penalty_amount_multiplier_msat: 0,
3309 ..ProbabilisticScoringFeeParameters::zero_penalty()
3311 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3312 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3313 let (info, _) = channel.as_directed_from(&source).unwrap();
3314 let candidate = CandidateRouteHop::PublicHop {
3316 short_channel_id: 42,
3318 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3320 let params = ProbabilisticScoringFeeParameters {
3321 liquidity_penalty_multiplier_msat: 1_000,
3322 liquidity_penalty_amount_multiplier_msat: 256,
3323 ..ProbabilisticScoringFeeParameters::zero_penalty()
3325 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3326 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3330 fn calculates_log10_without_overflowing_u64_max_value() {
3331 let logger = TestLogger::new();
3332 let network_graph = network_graph(&logger);
3333 let source = source_node_id();
3334 let usage = ChannelUsage {
3335 amount_msat: u64::max_value(),
3336 inflight_htlc_msat: 0,
3337 effective_capacity: EffectiveCapacity::Infinite,
3339 let params = ProbabilisticScoringFeeParameters {
3340 liquidity_penalty_multiplier_msat: 40_000,
3341 ..ProbabilisticScoringFeeParameters::zero_penalty()
3343 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3344 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3345 let (info, _) = channel.as_directed_from(&source).unwrap();
3346 let candidate = CandidateRouteHop::PublicHop {
3348 short_channel_id: 42,
3350 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3351 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3355 fn accounts_for_inflight_htlc_usage() {
3356 let logger = TestLogger::new();
3357 let network_graph = network_graph(&logger);
3358 let params = ProbabilisticScoringFeeParameters {
3359 considered_impossible_penalty_msat: u64::max_value(),
3360 ..ProbabilisticScoringFeeParameters::zero_penalty()
3362 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3363 let source = source_node_id();
3365 let usage = ChannelUsage {
3367 inflight_htlc_msat: 0,
3368 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3370 let network_graph = network_graph.read_only();
3371 let channel = network_graph.channel(42).unwrap();
3372 let (info, _) = channel.as_directed_from(&source).unwrap();
3373 let candidate = CandidateRouteHop::PublicHop {
3375 short_channel_id: 42,
3377 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3379 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3380 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3384 fn removes_uncertainity_when_exact_liquidity_known() {
3385 let logger = TestLogger::new();
3386 let network_graph = network_graph(&logger);
3387 let params = ProbabilisticScoringFeeParameters::default();
3388 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3389 let source = source_node_id();
3391 let base_penalty_msat = params.base_penalty_msat;
3392 let usage = ChannelUsage {
3394 inflight_htlc_msat: 0,
3395 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3397 let network_graph = network_graph.read_only();
3398 let channel = network_graph.channel(42).unwrap();
3399 let (info, _) = channel.as_directed_from(&source).unwrap();
3400 let candidate = CandidateRouteHop::PublicHop {
3402 short_channel_id: 42,
3404 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3406 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3407 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3409 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3410 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3414 fn remembers_historical_failures() {
3415 let logger = TestLogger::new();
3416 let network_graph = network_graph(&logger);
3417 let params = ProbabilisticScoringFeeParameters {
3418 historical_liquidity_penalty_multiplier_msat: 1024,
3419 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3420 ..ProbabilisticScoringFeeParameters::zero_penalty()
3422 let decay_params = ProbabilisticScoringDecayParameters {
3423 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3424 historical_no_updates_half_life: Duration::from_secs(10),
3426 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3427 let source = source_node_id();
3428 let target = target_node_id();
3430 let usage = ChannelUsage {
3432 inflight_htlc_msat: 0,
3433 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3435 let usage_1 = ChannelUsage {
3437 inflight_htlc_msat: 0,
3438 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3442 let network_graph = network_graph.read_only();
3443 let channel = network_graph.channel(42).unwrap();
3444 let (info, _) = channel.as_directed_from(&source).unwrap();
3445 let candidate = CandidateRouteHop::PublicHop {
3447 short_channel_id: 42,
3450 // With no historical data the normal liquidity penalty calculation is used.
3451 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3453 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3455 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3458 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3460 let network_graph = network_graph.read_only();
3461 let channel = network_graph.channel(42).unwrap();
3462 let (info, _) = channel.as_directed_from(&source).unwrap();
3463 let candidate = CandidateRouteHop::PublicHop {
3465 short_channel_id: 42,
3468 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3469 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3471 // The "it failed" increment is 32, where the probability should lie several buckets into
3472 // the first octile.
3473 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3474 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3475 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3476 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3478 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3481 // Even after we tell the scorer we definitely have enough available liquidity, it will
3482 // still remember that there was some failure in the past, and assign a non-0 penalty.
3483 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3485 let network_graph = network_graph.read_only();
3486 let channel = network_graph.channel(42).unwrap();
3487 let (info, _) = channel.as_directed_from(&source).unwrap();
3488 let candidate = CandidateRouteHop::PublicHop {
3490 short_channel_id: 42,
3493 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3495 // The first points should be decayed just slightly and the last bucket has a new point.
3496 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3497 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3498 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3500 // The exact success probability is a bit complicated and involves integer rounding, so we
3501 // simply check bounds here.
3502 let five_hundred_prob =
3503 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3504 assert!(five_hundred_prob > 0.59);
3505 assert!(five_hundred_prob < 0.60);
3507 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3508 assert!(one_prob < 0.85);
3509 assert!(one_prob > 0.84);
3511 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3512 // gone), and check that we're back to where we started.
3513 SinceEpoch::advance(Duration::from_secs(10 * 16));
3515 let network_graph = network_graph.read_only();
3516 let channel = network_graph.channel(42).unwrap();
3517 let (info, _) = channel.as_directed_from(&source).unwrap();
3518 let candidate = CandidateRouteHop::PublicHop {
3520 short_channel_id: 42,
3523 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3525 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3526 // data entirely instead.
3527 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3529 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3531 let mut usage = ChannelUsage {
3533 inflight_htlc_msat: 1024,
3534 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3536 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3538 let network_graph = network_graph.read_only();
3539 let channel = network_graph.channel(42).unwrap();
3540 let (info, _) = channel.as_directed_from(&source).unwrap();
3541 let candidate = CandidateRouteHop::PublicHop {
3543 short_channel_id: 42,
3546 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3547 usage.inflight_htlc_msat = 0;
3548 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3550 let usage = ChannelUsage {
3552 inflight_htlc_msat: 0,
3553 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3555 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3558 // Advance to decay all liquidity offsets to zero.
3559 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3561 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3562 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3564 path_hop(target_pubkey(), 43, 2),
3565 path_hop(source_pubkey(), 42, 1),
3566 path_hop(sender_pubkey(), 41, 0),
3568 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3572 fn adds_anti_probing_penalty() {
3573 let logger = TestLogger::new();
3574 let network_graph = network_graph(&logger);
3575 let source = source_node_id();
3576 let params = ProbabilisticScoringFeeParameters {
3577 anti_probing_penalty_msat: 500,
3578 ..ProbabilisticScoringFeeParameters::zero_penalty()
3580 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3582 // Check we receive no penalty for a low htlc_maximum_msat.
3583 let usage = ChannelUsage {
3584 amount_msat: 512_000,
3585 inflight_htlc_msat: 0,
3586 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3588 let network_graph = network_graph.read_only();
3589 let channel = network_graph.channel(42).unwrap();
3590 let (info, _) = channel.as_directed_from(&source).unwrap();
3591 let candidate = CandidateRouteHop::PublicHop {
3593 short_channel_id: 42,
3595 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3597 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3598 let usage = ChannelUsage {
3599 amount_msat: 512_000,
3600 inflight_htlc_msat: 0,
3601 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3603 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3605 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3606 let usage = ChannelUsage {
3607 amount_msat: 512_000,
3608 inflight_htlc_msat: 0,
3609 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3611 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3613 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3614 let usage = ChannelUsage {
3615 amount_msat: 512_000,
3616 inflight_htlc_msat: 0,
3617 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3619 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3623 fn scores_with_blinded_path() {
3624 // Make sure we'll account for a blinded path's final_value_msat in scoring
3625 let logger = TestLogger::new();
3626 let network_graph = network_graph(&logger);
3627 let params = ProbabilisticScoringFeeParameters {
3628 liquidity_penalty_multiplier_msat: 1_000,
3629 ..ProbabilisticScoringFeeParameters::zero_penalty()
3631 let decay_params = ProbabilisticScoringDecayParameters::default();
3632 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3633 let source = source_node_id();
3634 let usage = ChannelUsage {
3636 inflight_htlc_msat: 0,
3637 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3639 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3640 let (info, target) = channel.as_directed_from(&source).unwrap();
3641 let candidate = CandidateRouteHop::PublicHop {
3643 short_channel_id: 42,
3645 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3647 let mut path = payment_path_for_amount(768);
3648 let recipient_hop = path.hops.pop().unwrap();
3649 let blinded_path = BlindedPath {
3650 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3651 blinding_point: test_utils::pubkey(42),
3653 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3656 path.blinded_tail = Some(BlindedTail {
3657 hops: blinded_path.blinded_hops,
3658 blinding_point: blinded_path.blinding_point,
3659 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3660 final_value_msat: recipient_hop.fee_msat,
3663 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3664 // final value is taken into account.
3665 assert!(scorer.channel_liquidities.get(&42).is_none());
3667 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3668 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3669 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3671 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3672 .as_directed(&source, &target, 1_000, decay_params);
3673 assert_eq!(liquidity.min_liquidity_msat(), 256);
3674 assert_eq!(liquidity.max_liquidity_msat(), 768);
3678 fn realistic_historical_failures() {
3679 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3680 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3682 let logger = TestLogger::new();
3683 let mut network_graph = network_graph(&logger);
3684 let params = ProbabilisticScoringFeeParameters {
3685 historical_liquidity_penalty_multiplier_msat: 1024,
3686 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3687 ..ProbabilisticScoringFeeParameters::zero_penalty()
3689 let decay_params = ProbabilisticScoringDecayParameters {
3690 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3691 historical_no_updates_half_life: Duration::from_secs(10),
3692 ..ProbabilisticScoringDecayParameters::default()
3695 let capacity_msat = 100_000_000_000;
3696 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3697 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3699 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3700 let source = source_node_id();
3702 let mut amount_msat = 10_000_000;
3703 let usage = ChannelUsage {
3705 inflight_htlc_msat: 0,
3706 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3708 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3709 let (info, target) = channel.as_directed_from(&source).unwrap();
3710 let candidate = CandidateRouteHop::PublicHop {
3712 short_channel_id: 42,
3714 // With no historical data the normal liquidity penalty calculation is used, which results
3715 // in a success probability of ~75%.
3716 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3717 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3719 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3722 // Fail to pay once, and then check the buckets and penalty.
3723 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3724 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3725 // same bucket which is the only maximum datapoint.
3726 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3727 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3728 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3729 // 6k sats and 12k sats).
3730 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3731 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3732 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3733 // The success probability estimate itself should be zero.
3734 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3737 // Now test again with the amount in the bottom bucket.
3739 // The new amount is entirely within the only minimum bucket with score, so the probability
3740 // we assign is 1/2.
3741 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3744 // ...but once we see a failure, we consider the payment to be substantially less likely,
3745 // even though not a probability of zero as we still look at the second max bucket which
3747 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3748 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3749 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3750 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3751 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),