1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The locked [`Score`] type.
161 type Locked: 'a + Score;
163 /// Returns the locked scorer.
164 fn lock(&'a self) -> Self::Locked;
167 /// Refers to a scorer that is accessible under lock and also writeable to disk
169 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
170 /// use the Persister to persist it.
171 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
173 #[cfg(not(c_bindings))]
174 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
175 /// This is not exported to bindings users
176 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
177 type Locked = MutexGuard<'a, T>;
179 fn lock(&'a self) -> MutexGuard<'a, T> {
180 Mutex::lock(self).unwrap()
184 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
185 type Locked = RefMut<'a, T>;
187 fn lock(&'a self) -> RefMut<'a, T> {
193 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
194 pub struct MultiThreadedLockableScore<S: Score> {
198 /// A locked `MultiThreadedLockableScore`.
199 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
201 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
202 type ScoreParams = <T as Score>::ScoreParams;
203 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
204 self.0.channel_penalty_msat(scid, source, target, usage, score_params)
206 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
207 self.0.payment_path_failed(path, short_channel_id)
209 fn payment_path_successful(&mut self, path: &Path) {
210 self.0.payment_path_successful(path)
212 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
213 self.0.probe_failed(path, short_channel_id)
215 fn probe_successful(&mut self, path: &Path) {
216 self.0.probe_successful(path)
220 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
221 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
227 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
228 type Locked = MultiThreadedScoreLock<'a, T>;
230 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
231 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
236 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
237 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
238 self.lock().write(writer)
243 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
246 impl<T: Score> MultiThreadedLockableScore<T> {
247 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
248 pub fn new(score: T) -> Self {
249 MultiThreadedLockableScore { score: Mutex::new(score) }
254 /// This is not exported to bindings users
255 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
256 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
257 T::write(&**self, writer)
262 /// This is not exported to bindings users
263 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
264 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
265 S::write(&**self, writer)
269 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
270 #[derive(Clone, Copy, Debug, PartialEq)]
271 pub struct ChannelUsage {
272 /// The amount to send through the channel, denominated in millisatoshis.
273 pub amount_msat: u64,
275 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
276 /// as part of a multi-path payment.
277 pub inflight_htlc_msat: u64,
279 /// The effective capacity of the channel.
280 pub effective_capacity: EffectiveCapacity,
284 /// [`Score`] implementation that uses a fixed penalty.
285 pub struct FixedPenaltyScorer {
289 impl FixedPenaltyScorer {
290 /// Creates a new scorer using `penalty_msat`.
291 pub fn with_penalty(penalty_msat: u64) -> Self {
292 Self { penalty_msat }
296 impl Score for FixedPenaltyScorer {
297 type ScoreParams = ();
298 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
302 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
304 fn payment_path_successful(&mut self, _path: &Path) {}
306 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
308 fn probe_successful(&mut self, _path: &Path) {}
311 impl Writeable for FixedPenaltyScorer {
313 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314 write_tlv_fields!(w, {});
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
321 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322 read_tlv_fields!(r, {});
323 Ok(Self { penalty_msat })
327 #[cfg(not(feature = "no-std"))]
328 type ConfiguredTime = std::time::Instant;
329 #[cfg(feature = "no-std")]
330 use crate::util::time::Eternity;
331 #[cfg(feature = "no-std")]
332 type ConfiguredTime = Eternity;
334 /// [`Score`] implementation using channel success probability distributions.
336 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
337 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
338 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
339 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
341 /// These bounds are then used to determine a success probability using the formula from
342 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
343 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
345 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
346 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
347 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
348 /// terms of the entire path's success probability. This allows the router to directly compare
349 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
351 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
353 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
354 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
355 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
356 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
361 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
364 /// [1]: https://arxiv.org/abs/2107.05322
365 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
366 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
367 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
368 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
369 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
370 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
372 /// Probabilistic [`Score`] implementation.
374 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
375 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
376 where L::Target: Logger {
377 decay_params: ProbabilisticScoringDecayParameters,
380 // TODO: Remove entries of closed channels.
381 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
384 /// Parameters for configuring [`ProbabilisticScorer`].
386 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
387 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
389 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
392 pub struct ProbabilisticScoringFeeParameters {
393 /// A fixed penalty in msats to apply to each channel.
395 /// Default value: 500 msat
396 pub base_penalty_msat: u64,
398 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
399 /// channel, in excess of the [`base_penalty_msat`].
401 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
402 /// fees plus penalty) for large payments. The penalty is computed as the product of this
403 /// multiplier and `2^30`ths of the payment amount.
405 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
407 /// Default value: 8,192 msat
409 /// [`base_penalty_msat`]: Self::base_penalty_msat
410 pub base_penalty_amount_multiplier_msat: u64,
412 /// A multiplier used in conjunction with the negative `log10` of the channel's success
413 /// probability for a payment, as determined by our latest estimates of the channel's
414 /// liquidity, to determine the liquidity penalty.
416 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
417 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
418 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
419 /// lower bounding the success probability to `0.01`) when the amount falls within the
420 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
421 /// result in a `u64::max_value` penalty, however.
423 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
425 /// Default value: 30,000 msat
427 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
428 pub liquidity_penalty_multiplier_msat: u64,
430 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
431 /// channel's success probability for the payment, as determined by our latest estimates of the
432 /// channel's liquidity, to determine the amount penalty.
434 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435 /// fees plus penalty) for large payments. The penalty is computed as the product of this
436 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
437 /// success probability.
439 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
441 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
442 /// the amount will result in a penalty of the multiplier. And, as the success probability
443 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
444 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
447 /// Default value: 192 msat
448 pub liquidity_penalty_amount_multiplier_msat: u64,
450 /// A multiplier used in conjunction with the negative `log10` of the channel's success
451 /// probability for the payment, as determined based on the history of our estimates of the
452 /// channel's available liquidity, to determine a penalty.
454 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
455 /// only our latest estimate for the current liquidity available in the channel, it estimates
456 /// success probability based on the estimated liquidity available in the channel through
457 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
458 /// track which of several buckets those bounds fall into, exponentially decaying the
459 /// probability of each bucket as new samples are added.
461 /// Default value: 10,000 msat
463 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
464 pub historical_liquidity_penalty_multiplier_msat: u64,
466 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
467 /// channel's success probability for the payment, as determined based on the history of our
468 /// estimates of the channel's available liquidity, to determine a penalty.
470 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
471 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
472 /// of the payment amount, weighted by the negative `log10` of the success probability.
474 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
475 /// of using only our latest estimate for the current liquidity available in the channel, it
476 /// estimates success probability based on the estimated liquidity available in the channel
477 /// through history. Specifically, every time we update our liquidity bounds on a given
478 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
479 /// the probability of each bucket as new samples are added.
481 /// Default value: 64 msat
483 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
484 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
486 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
487 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
488 /// considered during path finding.
490 /// This is not exported to bindings users
491 pub manual_node_penalties: HashMap<NodeId, u64>,
493 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
494 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
495 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
496 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
497 /// to restrict `htlc_maximum_msat` and improve privacy.
499 /// Default value: 250 msat
500 pub anti_probing_penalty_msat: u64,
502 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
503 /// current estimate of the channel's available liquidity.
505 /// Note that in this case all other penalties, including the
506 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
507 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
508 /// applicable, are still included in the overall penalty.
510 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
511 /// `u64::max_value()` will guarantee that.
513 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
515 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
516 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517 /// [`base_penalty_msat`]: Self::base_penalty_msat
518 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
519 pub considered_impossible_penalty_msat: u64,
522 impl Default for ProbabilisticScoringFeeParameters {
523 fn default() -> Self {
525 base_penalty_msat: 500,
526 base_penalty_amount_multiplier_msat: 8192,
527 liquidity_penalty_multiplier_msat: 30_000,
528 liquidity_penalty_amount_multiplier_msat: 192,
529 manual_node_penalties: HashMap::new(),
530 anti_probing_penalty_msat: 250,
531 considered_impossible_penalty_msat: 1_0000_0000_000,
532 historical_liquidity_penalty_multiplier_msat: 10_000,
533 historical_liquidity_penalty_amount_multiplier_msat: 64,
538 impl ProbabilisticScoringFeeParameters {
539 /// Marks the node with the given `node_id` as banned,
540 /// i.e it will be avoided during path finding.
541 pub fn add_banned(&mut self, node_id: &NodeId) {
542 self.manual_node_penalties.insert(*node_id, u64::max_value());
545 /// Marks all nodes in the given list as banned, i.e.,
546 /// they will be avoided during path finding.
547 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
549 self.manual_node_penalties.insert(id, u64::max_value());
553 /// Removes the node with the given `node_id` from the list of nodes to avoid.
554 pub fn remove_banned(&mut self, node_id: &NodeId) {
555 self.manual_node_penalties.remove(node_id);
558 /// Sets a manual penalty for the given node.
559 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
560 self.manual_node_penalties.insert(*node_id, penalty);
563 /// Removes the node with the given `node_id` from the list of manual penalties.
564 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
565 self.manual_node_penalties.remove(node_id);
568 /// Clears the list of manual penalties that are applied during path finding.
569 pub fn clear_manual_penalties(&mut self) {
570 self.manual_node_penalties = HashMap::new();
575 impl ProbabilisticScoringFeeParameters {
576 fn zero_penalty() -> Self {
578 base_penalty_msat: 0,
579 base_penalty_amount_multiplier_msat: 0,
580 liquidity_penalty_multiplier_msat: 0,
581 liquidity_penalty_amount_multiplier_msat: 0,
582 historical_liquidity_penalty_multiplier_msat: 0,
583 historical_liquidity_penalty_amount_multiplier_msat: 0,
584 manual_node_penalties: HashMap::new(),
585 anti_probing_penalty_msat: 0,
586 considered_impossible_penalty_msat: 0,
591 /// Parameters for configuring [`ProbabilisticScorer`].
593 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
594 /// these decay parameters affect the score of the channel penalty and are not changed on a
595 /// per-route penalty cost call.
596 #[derive(Copy, Clone)]
597 pub struct ProbabilisticScoringDecayParameters {
598 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
599 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
600 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
602 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
604 /// Note that after 16 or more half lives all historical data will be completely gone.
606 /// Default value: 14 days
608 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
609 pub historical_no_updates_half_life: Duration,
611 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
612 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
613 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
616 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
617 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
618 /// struct documentation for more info on the way the liquidity bounds are used.
620 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
621 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
622 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
624 /// Default value: 6 hours
628 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
629 /// liquidity knowledge will never decay except when the bounds cross.
630 pub liquidity_offset_half_life: Duration,
633 impl Default for ProbabilisticScoringDecayParameters {
634 fn default() -> Self {
636 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
637 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
643 impl ProbabilisticScoringDecayParameters {
644 fn zero_penalty() -> Self {
646 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
647 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
652 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
653 /// in each of 8 buckets.
654 #[derive(Clone, Copy)]
655 struct HistoricalBucketRangeTracker {
659 impl HistoricalBucketRangeTracker {
660 fn new() -> Self { Self { buckets: [0; 8] } }
661 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
662 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
663 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
665 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
666 // the buckets for the current min and max liquidity offset positions.
668 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
669 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
670 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
672 // In total, this allows us to track data for the last 8,000 or so payments across a given
675 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
676 // and need to balance having more bits in the decimal part (to ensure decay isn't too
677 // non-linear) with having too few bits in the mantissa, causing us to not store very many
680 // The constants were picked experimentally, selecting a decay amount that restricts us
681 // from overflowing buckets without having to cap them manually.
683 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
684 // the channel's capacity, though the second should generally never happen.
685 debug_assert!(liquidity_offset_msat <= capacity_msat);
686 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
687 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
688 debug_assert!(bucket_idx < 8);
690 for e in self.buckets.iter_mut() {
691 *e = ((*e as u32) * 2047 / 2048) as u16;
693 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
696 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
697 /// datapoints as we receive newer information.
698 fn time_decay_data(&mut self, half_lives: u32) {
699 for e in self.buckets.iter_mut() {
700 *e = e.checked_shr(half_lives).unwrap_or(0);
705 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
707 struct HistoricalMinMaxBuckets<'a> {
708 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
709 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
712 impl HistoricalMinMaxBuckets<'_> {
714 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
715 -> ([u16; 8], [u16; 8], u32) {
716 let required_decays = now.duration_since(last_updated).as_secs()
717 .checked_div(half_life.as_secs())
718 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
719 let mut min_buckets = *self.min_liquidity_offset_history;
720 min_buckets.time_decay_data(required_decays);
721 let mut max_buckets = *self.max_liquidity_offset_history;
722 max_buckets.time_decay_data(required_decays);
723 (min_buckets.buckets, max_buckets.buckets, required_decays)
727 fn calculate_success_probability_times_billion<T: Time>(
728 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
730 // If historical penalties are enabled, calculate the penalty by walking the set of
731 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
732 // each, calculate the probability of success given our payment amount, then total the
733 // weighted average probability of success.
735 // We use a sliding scale to decide which point within a given bucket will be compared to
736 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
737 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
738 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
739 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
740 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
741 // penalties to channels at the edges.
743 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
744 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
745 // for a 1 BTC channel!).
747 // If we used the middle of each bucket we'd never assign any penalty at all when sending
748 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
749 let mut total_valid_points_tracked = 0;
751 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
752 // don't actually use the decayed buckets, though, as that would lose precision.
753 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
754 self.get_decayed_buckets(now, last_updated, half_life);
755 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
759 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
760 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
761 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
764 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
765 // it as if we were fully decayed.
766 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
770 let mut cumulative_success_prob_times_billion = 0;
771 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
772 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
773 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
774 * 1024 * 1024 / total_valid_points_tracked;
775 let min_64th_bucket = min_idx as u8 * 9;
776 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
777 if payment_amt_64th_bucket > max_64th_bucket {
778 // Success probability 0, the payment amount is above the max liquidity
779 } else if payment_amt_64th_bucket <= min_64th_bucket {
780 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
782 cumulative_success_prob_times_billion += bucket_prob_times_million *
783 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
784 ((max_64th_bucket - min_64th_bucket) as u64);
789 Some(cumulative_success_prob_times_billion)
793 /// Accounting for channel liquidity balance uncertainty.
795 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
796 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
797 /// offset fields gives the opposite direction.
798 struct ChannelLiquidity<T: Time> {
799 /// Lower channel liquidity bound in terms of an offset from zero.
800 min_liquidity_offset_msat: u64,
802 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
803 max_liquidity_offset_msat: u64,
805 /// Time when the liquidity bounds were last modified.
808 min_liquidity_offset_history: HistoricalBucketRangeTracker,
809 max_liquidity_offset_history: HistoricalBucketRangeTracker,
812 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
813 /// decayed with a given half life.
814 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
815 min_liquidity_offset_msat: L,
816 max_liquidity_offset_msat: L,
817 min_liquidity_offset_history: BRT,
818 max_liquidity_offset_history: BRT,
819 inflight_htlc_msat: u64,
823 decay_params: ProbabilisticScoringDecayParameters,
826 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
827 /// Creates a new scorer using the given scoring parameters for sending payments from a node
828 /// through a network graph.
829 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
834 channel_liquidities: HashMap::new(),
839 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
840 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
844 /// Dump the contents of this scorer into the configured logger.
846 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
847 /// which may be a substantial amount of log output.
848 pub fn debug_log_liquidity_stats(&self) {
851 let graph = self.network_graph.read_only();
852 for (scid, liq) in self.channel_liquidities.iter() {
853 if let Some(chan_debug) = graph.channels().get(scid) {
854 let log_direction = |source, target| {
855 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
856 let amt = directed_info.effective_capacity().as_msat();
857 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
859 let buckets = HistoricalMinMaxBuckets {
860 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
861 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
863 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
864 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
866 log_debug!(self.logger, core::concat!(
867 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
868 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
869 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
872 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
873 // Note that the liquidity buckets are an offset from the edge, so we
874 // inverse the max order to get the probabilities from zero.
875 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
876 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
878 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
882 log_direction(&chan_debug.node_one, &chan_debug.node_two);
883 log_direction(&chan_debug.node_two, &chan_debug.node_one);
885 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
890 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
891 /// channel with `scid` towards the given `target` node.
892 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
893 let graph = self.network_graph.read_only();
895 if let Some(chan) = graph.channels().get(&scid) {
896 if let Some(liq) = self.channel_liquidities.get(&scid) {
897 if let Some((directed_info, source)) = chan.as_directed_to(target) {
898 let amt = directed_info.effective_capacity().as_msat();
899 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
900 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
907 /// Query the historical estimated minimum and maximum liquidity available for sending a
908 /// payment over the channel with `scid` towards the given `target` node.
910 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
911 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
912 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
913 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
914 /// Because the values are slowly decayed, more recent data points are weighted more heavily
915 /// than older datapoints.
917 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
918 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
919 /// the total of all buckets for the given bound.
921 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
922 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
923 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
924 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
926 /// Because the datapoints are decayed slowly over time, values will eventually return to
927 /// `Some(([0; 8], [0; 8]))`.
928 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
929 -> Option<([u16; 8], [u16; 8])> {
930 let graph = self.network_graph.read_only();
932 if let Some(chan) = graph.channels().get(&scid) {
933 if let Some(liq) = self.channel_liquidities.get(&scid) {
934 if let Some((directed_info, source)) = chan.as_directed_to(target) {
935 let amt = directed_info.effective_capacity().as_msat();
936 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
938 let buckets = HistoricalMinMaxBuckets {
939 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
940 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
942 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
943 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
944 // Note that the liquidity buckets are an offset from the edge, so we inverse
945 // the max order to get the probabilities from zero.
946 max_buckets.reverse();
947 return Some((min_buckets, max_buckets));
955 impl<T: Time> ChannelLiquidity<T> {
959 min_liquidity_offset_msat: 0,
960 max_liquidity_offset_msat: 0,
961 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
962 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
963 last_updated: T::now(),
967 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
970 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
971 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
972 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
974 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
975 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
977 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
978 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
981 DirectedChannelLiquidity {
982 min_liquidity_offset_msat,
983 max_liquidity_offset_msat,
984 min_liquidity_offset_history,
985 max_liquidity_offset_history,
988 last_updated: &self.last_updated,
990 decay_params: decay_params,
994 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
997 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
998 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
999 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1000 if source < target {
1001 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1002 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1004 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1005 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1008 DirectedChannelLiquidity {
1009 min_liquidity_offset_msat,
1010 max_liquidity_offset_msat,
1011 min_liquidity_offset_history,
1012 max_liquidity_offset_history,
1015 last_updated: &mut self.last_updated,
1017 decay_params: decay_params,
1022 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1024 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1026 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1027 /// ratio, as X in 1/X.
1028 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1030 /// The divisor used when computing the amount penalty.
1031 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1032 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1034 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1035 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1037 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1038 let max_liquidity_msat = self.max_liquidity_msat();
1039 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1041 let mut res = if amount_msat <= min_liquidity_msat {
1043 } else if amount_msat >= max_liquidity_msat {
1044 // Equivalent to hitting the else clause below with the amount equal to the effective
1045 // capacity and without any certainty on the liquidity upper bound, plus the
1046 // impossibility penalty.
1047 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1048 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1049 score_params.liquidity_penalty_multiplier_msat,
1050 score_params.liquidity_penalty_amount_multiplier_msat)
1051 .saturating_add(score_params.considered_impossible_penalty_msat)
1053 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1054 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1055 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1056 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1057 // don't bother trying to use the log approximation as it gets too noisy to be
1058 // particularly helpful, instead just round down to 0.
1061 let negative_log10_times_2048 =
1062 approx::negative_log10_times_2048(numerator, denominator);
1063 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1064 score_params.liquidity_penalty_multiplier_msat,
1065 score_params.liquidity_penalty_amount_multiplier_msat)
1069 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1070 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1071 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1072 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1074 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1075 // division. This branch should only be hit in fuzz testing since the amount would
1076 // need to be over 2.88 million BTC in practice.
1077 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1078 .try_into().unwrap_or(65)
1080 #[cfg(not(fuzzing))]
1081 debug_assert!(payment_amt_64th_bucket <= 64);
1082 if payment_amt_64th_bucket > 64 { return res; }
1084 let buckets = HistoricalMinMaxBuckets {
1085 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1086 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1088 if let Some(cumulative_success_prob_times_billion) = buckets
1089 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1090 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1092 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1093 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1094 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1095 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1097 // If we don't have any valid points (or, once decayed, we have less than a full
1098 // point), redo the non-historical calculation with no liquidity bounds tracked and
1099 // the historical penalty multipliers.
1100 let available_capacity = self.available_capacity();
1101 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1102 let denominator = available_capacity.saturating_add(1);
1103 let negative_log10_times_2048 =
1104 approx::negative_log10_times_2048(numerator, denominator);
1105 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1106 score_params.historical_liquidity_penalty_multiplier_msat,
1107 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1114 /// Computes the liquidity penalty from the penalty multipliers.
1116 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1117 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1119 let liquidity_penalty_msat = {
1120 // Upper bound the liquidity penalty to ensure some channel is selected.
1121 let multiplier_msat = liquidity_penalty_multiplier_msat;
1122 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1123 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1125 let amount_penalty_msat = negative_log10_times_2048
1126 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1127 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1129 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1132 /// Returns the lower bound of the channel liquidity balance in this direction.
1133 fn min_liquidity_msat(&self) -> u64 {
1134 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1137 /// Returns the upper bound of the channel liquidity balance in this direction.
1138 fn max_liquidity_msat(&self) -> u64 {
1139 self.available_capacity()
1140 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1143 /// Returns the capacity minus the in-flight HTLCs in this direction.
1144 fn available_capacity(&self) -> u64 {
1145 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1148 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1149 self.now.duration_since(*self.last_updated).as_secs()
1150 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1151 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1156 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1157 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1158 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1159 let existing_max_msat = self.max_liquidity_msat();
1160 if amount_msat < existing_max_msat {
1161 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1162 self.set_max_liquidity_msat(amount_msat);
1164 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1165 chan_descr, existing_max_msat, amount_msat);
1167 self.update_history_buckets();
1170 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1171 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1172 let existing_min_msat = self.min_liquidity_msat();
1173 if amount_msat > existing_min_msat {
1174 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1175 self.set_min_liquidity_msat(amount_msat);
1177 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1178 chan_descr, existing_min_msat, amount_msat);
1180 self.update_history_buckets();
1183 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1184 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1185 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1186 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1187 self.set_max_liquidity_msat(max_liquidity_msat);
1188 self.update_history_buckets();
1191 fn update_history_buckets(&mut self) {
1192 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1193 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1194 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1195 self.min_liquidity_offset_history.time_decay_data(half_lives);
1196 self.max_liquidity_offset_history.time_decay_data(half_lives);
1198 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1199 self.min_liquidity_offset_history.track_datapoint(
1200 min_liquidity_offset_msat, self.capacity_msat
1202 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1203 self.max_liquidity_offset_history.track_datapoint(
1204 max_liquidity_offset_msat, self.capacity_msat
1208 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1209 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1210 *self.min_liquidity_offset_msat = amount_msat;
1211 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1214 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1216 *self.last_updated = self.now;
1219 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1220 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1221 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1222 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1225 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1227 *self.last_updated = self.now;
1231 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1232 type ScoreParams = ProbabilisticScoringFeeParameters;
1233 fn channel_penalty_msat(
1234 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1236 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1240 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1241 score_params.base_penalty_amount_multiplier_msat
1242 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1244 let mut anti_probing_penalty_msat = 0;
1245 match usage.effective_capacity {
1246 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1247 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1249 if usage.amount_msat > amount_msat {
1250 return u64::max_value();
1252 return base_penalty_msat;
1255 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1256 if htlc_maximum_msat >= capacity_msat/2 {
1257 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1263 let amount_msat = usage.amount_msat;
1264 let capacity_msat = usage.effective_capacity.as_msat();
1265 let inflight_htlc_msat = usage.inflight_htlc_msat;
1266 self.channel_liquidities
1267 .get(&short_channel_id)
1268 .unwrap_or(&ChannelLiquidity::new())
1269 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1270 .penalty_msat(amount_msat, score_params)
1271 .saturating_add(anti_probing_penalty_msat)
1272 .saturating_add(base_penalty_msat)
1275 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1276 let amount_msat = path.final_value_msat();
1277 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1278 let network_graph = self.network_graph.read_only();
1279 for (hop_idx, hop) in path.hops.iter().enumerate() {
1280 let target = NodeId::from_pubkey(&hop.pubkey);
1281 let channel_directed_from_source = network_graph.channels()
1282 .get(&hop.short_channel_id)
1283 .and_then(|channel| channel.as_directed_to(&target));
1285 let at_failed_channel = hop.short_channel_id == short_channel_id;
1286 if at_failed_channel && hop_idx == 0 {
1287 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);
1290 // Only score announced channels.
1291 if let Some((channel, source)) = channel_directed_from_source {
1292 let capacity_msat = channel.effective_capacity().as_msat();
1293 if at_failed_channel {
1294 self.channel_liquidities
1295 .entry(hop.short_channel_id)
1296 .or_insert_with(ChannelLiquidity::new)
1297 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1298 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1300 self.channel_liquidities
1301 .entry(hop.short_channel_id)
1302 .or_insert_with(ChannelLiquidity::new)
1303 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1304 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1307 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).",
1308 hop.short_channel_id);
1310 if at_failed_channel { break; }
1314 fn payment_path_successful(&mut self, path: &Path) {
1315 let amount_msat = path.final_value_msat();
1316 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1317 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1318 let network_graph = self.network_graph.read_only();
1319 for hop in &path.hops {
1320 let target = NodeId::from_pubkey(&hop.pubkey);
1321 let channel_directed_from_source = network_graph.channels()
1322 .get(&hop.short_channel_id)
1323 .and_then(|channel| channel.as_directed_to(&target));
1325 // Only score announced channels.
1326 if let Some((channel, source)) = channel_directed_from_source {
1327 let capacity_msat = channel.effective_capacity().as_msat();
1328 self.channel_liquidities
1329 .entry(hop.short_channel_id)
1330 .or_insert_with(ChannelLiquidity::new)
1331 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1332 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1334 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).",
1335 hop.short_channel_id);
1340 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1341 self.payment_path_failed(path, short_channel_id)
1344 fn probe_successful(&mut self, path: &Path) {
1345 self.payment_path_failed(path, u64::max_value())
1350 const BITS: u32 = 64;
1351 const HIGHEST_BIT: u32 = BITS - 1;
1352 const LOWER_BITS: u32 = 6;
1353 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1354 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1356 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1357 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1358 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1359 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1360 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1361 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1362 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1363 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1364 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1365 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1366 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1367 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1368 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1369 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1370 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1371 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1372 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1373 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1374 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1375 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1376 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1377 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1378 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1379 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1380 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1381 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1382 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1383 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1384 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1385 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1386 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1387 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1388 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1389 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1390 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1391 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1392 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1393 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1394 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1395 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1396 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1397 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1398 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1399 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1400 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1401 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1402 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1403 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1404 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1405 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1406 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1407 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1408 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1409 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1410 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1411 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1412 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1413 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1414 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1415 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1416 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1417 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1418 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1419 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1420 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1421 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1422 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1423 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1424 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1425 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1426 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1427 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1428 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1429 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1430 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1431 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1432 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1433 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1434 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1435 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1436 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1437 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1438 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1439 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1440 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1441 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1442 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1443 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1444 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1445 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1446 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1447 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1448 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1449 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1450 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1451 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1452 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1453 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1454 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1455 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1456 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1457 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1458 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1459 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1460 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1461 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1462 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1463 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1464 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1465 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1466 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1467 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1468 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1469 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1470 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1471 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1472 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1473 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1474 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1475 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1476 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1477 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1478 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1479 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1480 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1481 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1482 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1483 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1484 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1485 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1486 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1487 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1488 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1489 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1490 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1491 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1492 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1493 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1494 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1495 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1496 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1497 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1498 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1499 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1500 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1501 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1502 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1503 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1504 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1505 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1506 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1507 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1508 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1509 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1510 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1511 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1512 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1513 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1514 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1515 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1516 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1517 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1518 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1519 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1520 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1521 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1522 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1523 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1524 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1525 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1526 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1527 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1528 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1529 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1530 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1531 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1532 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1533 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1534 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1535 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1536 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1537 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1538 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1539 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1540 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1541 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1542 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1543 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1544 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1545 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1546 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1547 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1548 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1549 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1550 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1551 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1552 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1553 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1554 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1555 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1556 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1557 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1558 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1559 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1560 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1561 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1562 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1563 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1564 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1565 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1566 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1567 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1568 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1569 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1570 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1571 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1572 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1573 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1574 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1575 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1576 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1577 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1578 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1579 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1580 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1581 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1582 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1583 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1584 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1585 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1586 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1587 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1588 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1589 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1590 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1591 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1592 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1593 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1594 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1595 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1596 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1597 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1598 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1599 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1600 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1601 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1602 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1603 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1604 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1605 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1606 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1607 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1608 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1609 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1610 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1611 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1612 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1613 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1614 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1617 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1619 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1620 // Multiply the -1 through to avoid needing to use signed numbers.
1621 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1625 fn log10_times_2048(x: u64) -> u16 {
1626 debug_assert_ne!(x, 0);
1627 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1628 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1629 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1637 fn prints_negative_log10_times_2048_lookup_table() {
1638 for msb in 0..BITS {
1639 for i in 0..LOWER_BITS_BOUND {
1640 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1641 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1642 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1644 if i % LOWER_BITS_BOUND == 0 {
1645 print!("\t\t[{}, ", log10_times_2048);
1646 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1647 println!("{}],", log10_times_2048);
1648 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1649 print!("{},\n\t\t\t", log10_times_2048);
1651 print!("{}, ", log10_times_2048);
1659 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1661 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1662 write_tlv_fields!(w, {
1663 (0, self.channel_liquidities, required),
1669 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1670 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1673 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1674 ) -> Result<Self, DecodeError> {
1675 let (decay_params, network_graph, logger) = args;
1676 let mut channel_liquidities = HashMap::new();
1677 read_tlv_fields!(r, {
1678 (0, channel_liquidities, required),
1684 channel_liquidities,
1689 impl<T: Time> Writeable for ChannelLiquidity<T> {
1691 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1692 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1693 write_tlv_fields!(w, {
1694 (0, self.min_liquidity_offset_msat, required),
1695 (1, Some(self.min_liquidity_offset_history), option),
1696 (2, self.max_liquidity_offset_msat, required),
1697 (3, Some(self.max_liquidity_offset_history), option),
1698 (4, duration_since_epoch, required),
1704 impl<T: Time> Readable for ChannelLiquidity<T> {
1706 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1707 let mut min_liquidity_offset_msat = 0;
1708 let mut max_liquidity_offset_msat = 0;
1709 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1710 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1711 let mut duration_since_epoch = Duration::from_secs(0);
1712 read_tlv_fields!(r, {
1713 (0, min_liquidity_offset_msat, required),
1714 (1, min_liquidity_offset_history, option),
1715 (2, max_liquidity_offset_msat, required),
1716 (3, max_liquidity_offset_history, option),
1717 (4, duration_since_epoch, required),
1719 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1720 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1721 // is a time from a monotonic clock usually represented as an offset against boot time).
1722 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1723 // from the one that was written. However, because `Instant` can panic if we construct one
1724 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1725 // using `Instant::now()` in that case.
1726 let wall_clock_now = T::duration_since_epoch();
1728 let last_updated = if wall_clock_now > duration_since_epoch {
1729 now - (wall_clock_now - duration_since_epoch)
1732 min_liquidity_offset_msat,
1733 max_liquidity_offset_msat,
1734 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1735 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1743 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1744 use crate::blinded_path::{BlindedHop, BlindedPath};
1745 use crate::util::config::UserConfig;
1746 use crate::util::time::Time;
1747 use crate::util::time::tests::SinceEpoch;
1749 use crate::ln::channelmanager;
1750 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1751 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1752 use crate::routing::router::{BlindedTail, Path, RouteHop};
1753 use crate::routing::scoring::{ChannelUsage, Score};
1754 use crate::util::ser::{ReadableArgs, Writeable};
1755 use crate::util::test_utils::{self, TestLogger};
1757 use bitcoin::blockdata::constants::genesis_block;
1758 use bitcoin::hashes::Hash;
1759 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1760 use bitcoin::network::constants::Network;
1761 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1762 use core::time::Duration;
1765 fn source_privkey() -> SecretKey {
1766 SecretKey::from_slice(&[42; 32]).unwrap()
1769 fn target_privkey() -> SecretKey {
1770 SecretKey::from_slice(&[43; 32]).unwrap()
1773 fn source_pubkey() -> PublicKey {
1774 let secp_ctx = Secp256k1::new();
1775 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1778 fn target_pubkey() -> PublicKey {
1779 let secp_ctx = Secp256k1::new();
1780 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1783 fn source_node_id() -> NodeId {
1784 NodeId::from_pubkey(&source_pubkey())
1787 fn target_node_id() -> NodeId {
1788 NodeId::from_pubkey(&target_pubkey())
1791 // `ProbabilisticScorer` tests
1793 /// A probabilistic scorer for testing with time that can be manually advanced.
1794 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1796 fn sender_privkey() -> SecretKey {
1797 SecretKey::from_slice(&[41; 32]).unwrap()
1800 fn recipient_privkey() -> SecretKey {
1801 SecretKey::from_slice(&[45; 32]).unwrap()
1804 fn sender_pubkey() -> PublicKey {
1805 let secp_ctx = Secp256k1::new();
1806 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1809 fn recipient_pubkey() -> PublicKey {
1810 let secp_ctx = Secp256k1::new();
1811 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1814 fn sender_node_id() -> NodeId {
1815 NodeId::from_pubkey(&sender_pubkey())
1818 fn recipient_node_id() -> NodeId {
1819 NodeId::from_pubkey(&recipient_pubkey())
1822 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1823 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1824 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1825 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1831 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1832 node_2_key: SecretKey
1834 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1835 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1836 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1837 let secp_ctx = Secp256k1::new();
1838 let unsigned_announcement = UnsignedChannelAnnouncement {
1839 features: channelmanager::provided_channel_features(&UserConfig::default()),
1840 chain_hash: genesis_hash,
1842 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1843 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1844 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1845 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1846 excess_data: Vec::new(),
1848 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1849 let signed_announcement = ChannelAnnouncement {
1850 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1851 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1852 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1853 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1854 contents: unsigned_announcement,
1856 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1857 network_graph.update_channel_from_announcement(
1858 &signed_announcement, &chain_source).unwrap();
1859 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1860 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1864 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1865 flags: u8, htlc_maximum_msat: u64
1867 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1868 let secp_ctx = Secp256k1::new();
1869 let unsigned_update = UnsignedChannelUpdate {
1870 chain_hash: genesis_hash,
1874 cltv_expiry_delta: 18,
1875 htlc_minimum_msat: 0,
1878 fee_proportional_millionths: 0,
1879 excess_data: Vec::new(),
1881 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1882 let signed_update = ChannelUpdate {
1883 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1884 contents: unsigned_update,
1886 network_graph.update_channel(&signed_update).unwrap();
1889 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1890 let config = UserConfig::default();
1893 node_features: channelmanager::provided_node_features(&config),
1895 channel_features: channelmanager::provided_channel_features(&config),
1897 cltv_expiry_delta: 18,
1901 fn payment_path_for_amount(amount_msat: u64) -> Path {
1904 path_hop(source_pubkey(), 41, 1),
1905 path_hop(target_pubkey(), 42, 2),
1906 path_hop(recipient_pubkey(), 43, amount_msat),
1907 ], blinded_tail: None,
1912 fn liquidity_bounds_directed_from_lowest_node_id() {
1913 let logger = TestLogger::new();
1914 let last_updated = SinceEpoch::now();
1915 let network_graph = network_graph(&logger);
1916 let decay_params = ProbabilisticScoringDecayParameters::default();
1917 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1920 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1921 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1922 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1926 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1927 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1928 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1930 let source = source_node_id();
1931 let target = target_node_id();
1932 let recipient = recipient_node_id();
1933 assert!(source > target);
1934 assert!(target < recipient);
1936 // Update minimum liquidity.
1938 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1939 .as_directed(&source, &target, 0, 1_000, decay_params);
1940 assert_eq!(liquidity.min_liquidity_msat(), 100);
1941 assert_eq!(liquidity.max_liquidity_msat(), 300);
1943 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1944 .as_directed(&target, &source, 0, 1_000, decay_params);
1945 assert_eq!(liquidity.min_liquidity_msat(), 700);
1946 assert_eq!(liquidity.max_liquidity_msat(), 900);
1948 scorer.channel_liquidities.get_mut(&42).unwrap()
1949 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1950 .set_min_liquidity_msat(200);
1952 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1953 .as_directed(&source, &target, 0, 1_000, decay_params);
1954 assert_eq!(liquidity.min_liquidity_msat(), 200);
1955 assert_eq!(liquidity.max_liquidity_msat(), 300);
1957 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1958 .as_directed(&target, &source, 0, 1_000, decay_params);
1959 assert_eq!(liquidity.min_liquidity_msat(), 700);
1960 assert_eq!(liquidity.max_liquidity_msat(), 800);
1962 // Update maximum liquidity.
1964 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1965 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1966 assert_eq!(liquidity.min_liquidity_msat(), 700);
1967 assert_eq!(liquidity.max_liquidity_msat(), 900);
1969 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1970 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1971 assert_eq!(liquidity.min_liquidity_msat(), 100);
1972 assert_eq!(liquidity.max_liquidity_msat(), 300);
1974 scorer.channel_liquidities.get_mut(&43).unwrap()
1975 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1976 .set_max_liquidity_msat(200);
1978 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1979 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1980 assert_eq!(liquidity.min_liquidity_msat(), 0);
1981 assert_eq!(liquidity.max_liquidity_msat(), 200);
1983 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1984 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1985 assert_eq!(liquidity.min_liquidity_msat(), 800);
1986 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1990 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1991 let logger = TestLogger::new();
1992 let last_updated = SinceEpoch::now();
1993 let network_graph = network_graph(&logger);
1994 let decay_params = ProbabilisticScoringDecayParameters::default();
1995 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1998 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1999 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2000 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2002 let source = source_node_id();
2003 let target = target_node_id();
2004 assert!(source > target);
2006 // Check initial bounds.
2007 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2008 .as_directed(&source, &target, 0, 1_000, decay_params);
2009 assert_eq!(liquidity.min_liquidity_msat(), 400);
2010 assert_eq!(liquidity.max_liquidity_msat(), 800);
2012 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2013 .as_directed(&target, &source, 0, 1_000, decay_params);
2014 assert_eq!(liquidity.min_liquidity_msat(), 200);
2015 assert_eq!(liquidity.max_liquidity_msat(), 600);
2017 // Reset from source to target.
2018 scorer.channel_liquidities.get_mut(&42).unwrap()
2019 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2020 .set_min_liquidity_msat(900);
2022 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2023 .as_directed(&source, &target, 0, 1_000, decay_params);
2024 assert_eq!(liquidity.min_liquidity_msat(), 900);
2025 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2027 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2028 .as_directed(&target, &source, 0, 1_000, decay_params);
2029 assert_eq!(liquidity.min_liquidity_msat(), 0);
2030 assert_eq!(liquidity.max_liquidity_msat(), 100);
2032 // Reset from target to source.
2033 scorer.channel_liquidities.get_mut(&42).unwrap()
2034 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2035 .set_min_liquidity_msat(400);
2037 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2038 .as_directed(&source, &target, 0, 1_000, decay_params);
2039 assert_eq!(liquidity.min_liquidity_msat(), 0);
2040 assert_eq!(liquidity.max_liquidity_msat(), 600);
2042 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2043 .as_directed(&target, &source, 0, 1_000, decay_params);
2044 assert_eq!(liquidity.min_liquidity_msat(), 400);
2045 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2049 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2050 let logger = TestLogger::new();
2051 let last_updated = SinceEpoch::now();
2052 let network_graph = network_graph(&logger);
2053 let decay_params = ProbabilisticScoringDecayParameters::default();
2054 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2057 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2058 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2059 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2061 let source = source_node_id();
2062 let target = target_node_id();
2063 assert!(source > target);
2065 // Check initial bounds.
2066 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2067 .as_directed(&source, &target, 0, 1_000, decay_params);
2068 assert_eq!(liquidity.min_liquidity_msat(), 400);
2069 assert_eq!(liquidity.max_liquidity_msat(), 800);
2071 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2072 .as_directed(&target, &source, 0, 1_000, decay_params);
2073 assert_eq!(liquidity.min_liquidity_msat(), 200);
2074 assert_eq!(liquidity.max_liquidity_msat(), 600);
2076 // Reset from source to target.
2077 scorer.channel_liquidities.get_mut(&42).unwrap()
2078 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2079 .set_max_liquidity_msat(300);
2081 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2082 .as_directed(&source, &target, 0, 1_000, decay_params);
2083 assert_eq!(liquidity.min_liquidity_msat(), 0);
2084 assert_eq!(liquidity.max_liquidity_msat(), 300);
2086 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2087 .as_directed(&target, &source, 0, 1_000, decay_params);
2088 assert_eq!(liquidity.min_liquidity_msat(), 700);
2089 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2091 // Reset from target to source.
2092 scorer.channel_liquidities.get_mut(&42).unwrap()
2093 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2094 .set_max_liquidity_msat(600);
2096 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2097 .as_directed(&source, &target, 0, 1_000, decay_params);
2098 assert_eq!(liquidity.min_liquidity_msat(), 400);
2099 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2101 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2102 .as_directed(&target, &source, 0, 1_000, decay_params);
2103 assert_eq!(liquidity.min_liquidity_msat(), 0);
2104 assert_eq!(liquidity.max_liquidity_msat(), 600);
2108 fn increased_penalty_nearing_liquidity_upper_bound() {
2109 let logger = TestLogger::new();
2110 let network_graph = network_graph(&logger);
2111 let params = ProbabilisticScoringFeeParameters {
2112 liquidity_penalty_multiplier_msat: 1_000,
2113 ..ProbabilisticScoringFeeParameters::zero_penalty()
2115 let decay_params = ProbabilisticScoringDecayParameters::default();
2116 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2117 let source = source_node_id();
2118 let target = target_node_id();
2120 let usage = ChannelUsage {
2122 inflight_htlc_msat: 0,
2123 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2125 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2126 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2127 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2128 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2129 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2130 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2131 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2133 let usage = ChannelUsage {
2135 inflight_htlc_msat: 0,
2136 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2139 let usage = ChannelUsage { amount_msat: 256, ..usage };
2140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2141 let usage = ChannelUsage { amount_msat: 374, ..usage };
2142 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2143 let usage = ChannelUsage { amount_msat: 512, ..usage };
2144 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2145 let usage = ChannelUsage { amount_msat: 640, ..usage };
2146 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2147 let usage = ChannelUsage { amount_msat: 768, ..usage };
2148 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2149 let usage = ChannelUsage { amount_msat: 896, ..usage };
2150 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2154 fn constant_penalty_outside_liquidity_bounds() {
2155 let logger = TestLogger::new();
2156 let last_updated = SinceEpoch::now();
2157 let network_graph = network_graph(&logger);
2158 let params = ProbabilisticScoringFeeParameters {
2159 liquidity_penalty_multiplier_msat: 1_000,
2160 considered_impossible_penalty_msat: u64::max_value(),
2161 ..ProbabilisticScoringFeeParameters::zero_penalty()
2163 let decay_params = ProbabilisticScoringDecayParameters {
2164 ..ProbabilisticScoringDecayParameters::zero_penalty()
2166 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2169 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2170 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2171 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2173 let source = source_node_id();
2174 let target = target_node_id();
2176 let usage = ChannelUsage {
2178 inflight_htlc_msat: 0,
2179 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2181 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2182 let usage = ChannelUsage { amount_msat: 50, ..usage };
2183 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2184 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2185 let usage = ChannelUsage { amount_msat: 61, ..usage };
2186 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2190 fn does_not_further_penalize_own_channel() {
2191 let logger = TestLogger::new();
2192 let network_graph = network_graph(&logger);
2193 let params = ProbabilisticScoringFeeParameters {
2194 liquidity_penalty_multiplier_msat: 1_000,
2195 ..ProbabilisticScoringFeeParameters::zero_penalty()
2197 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2198 let sender = sender_node_id();
2199 let source = source_node_id();
2200 let usage = ChannelUsage {
2202 inflight_htlc_msat: 0,
2203 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2205 let failed_path = payment_path_for_amount(500);
2206 let successful_path = payment_path_for_amount(200);
2208 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2210 scorer.payment_path_failed(&failed_path, 41);
2211 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2213 scorer.payment_path_successful(&successful_path);
2214 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2218 fn sets_liquidity_lower_bound_on_downstream_failure() {
2219 let logger = TestLogger::new();
2220 let network_graph = network_graph(&logger);
2221 let params = ProbabilisticScoringFeeParameters {
2222 liquidity_penalty_multiplier_msat: 1_000,
2223 ..ProbabilisticScoringFeeParameters::zero_penalty()
2225 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2226 let source = source_node_id();
2227 let target = target_node_id();
2228 let path = payment_path_for_amount(500);
2230 let usage = ChannelUsage {
2232 inflight_htlc_msat: 0,
2233 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2235 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2236 let usage = ChannelUsage { amount_msat: 500, ..usage };
2237 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2238 let usage = ChannelUsage { amount_msat: 750, ..usage };
2239 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2241 scorer.payment_path_failed(&path, 43);
2243 let usage = ChannelUsage { amount_msat: 250, ..usage };
2244 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2245 let usage = ChannelUsage { amount_msat: 500, ..usage };
2246 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2247 let usage = ChannelUsage { amount_msat: 750, ..usage };
2248 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2252 fn sets_liquidity_upper_bound_on_failure() {
2253 let logger = TestLogger::new();
2254 let network_graph = network_graph(&logger);
2255 let params = ProbabilisticScoringFeeParameters {
2256 liquidity_penalty_multiplier_msat: 1_000,
2257 considered_impossible_penalty_msat: u64::max_value(),
2258 ..ProbabilisticScoringFeeParameters::zero_penalty()
2260 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2261 let source = source_node_id();
2262 let target = target_node_id();
2263 let path = payment_path_for_amount(500);
2265 let usage = ChannelUsage {
2267 inflight_htlc_msat: 0,
2268 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2270 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2271 let usage = ChannelUsage { amount_msat: 500, ..usage };
2272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2273 let usage = ChannelUsage { amount_msat: 750, ..usage };
2274 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2276 scorer.payment_path_failed(&path, 42);
2278 let usage = ChannelUsage { amount_msat: 250, ..usage };
2279 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2280 let usage = ChannelUsage { amount_msat: 500, ..usage };
2281 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2282 let usage = ChannelUsage { amount_msat: 750, ..usage };
2283 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2287 fn ignores_channels_after_removed_failed_channel() {
2288 // Previously, if we'd tried to send over a channel which was removed from the network
2289 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2290 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2291 // channels in the route, even ones which they payment never reached. This tests to ensure
2292 // we do not score such channels.
2293 let secp_ctx = Secp256k1::new();
2294 let logger = TestLogger::new();
2295 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2296 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2297 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2298 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2299 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2300 add_channel(&mut network_graph, 42, secret_a, secret_b);
2301 // Don't add the channel from B -> C.
2302 add_channel(&mut network_graph, 44, secret_c, secret_d);
2304 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2305 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2306 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2307 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2310 path_hop(pub_b, 42, 1),
2311 path_hop(pub_c, 43, 2),
2312 path_hop(pub_d, 44, 100),
2315 let node_a = NodeId::from_pubkey(&pub_a);
2316 let node_b = NodeId::from_pubkey(&pub_b);
2317 let node_c = NodeId::from_pubkey(&pub_c);
2318 let node_d = NodeId::from_pubkey(&pub_d);
2320 let params = ProbabilisticScoringFeeParameters {
2321 liquidity_penalty_multiplier_msat: 1_000,
2322 ..ProbabilisticScoringFeeParameters::zero_penalty()
2324 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2326 let usage = ChannelUsage {
2328 inflight_htlc_msat: 0,
2329 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2331 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2332 // Note that a default liquidity bound is used for B -> C as no channel exists
2333 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2334 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2336 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2338 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2339 // Note that a default liquidity bound is used for B -> C as no channel exists
2340 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2341 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2345 fn reduces_liquidity_upper_bound_along_path_on_success() {
2346 let logger = TestLogger::new();
2347 let network_graph = network_graph(&logger);
2348 let params = ProbabilisticScoringFeeParameters {
2349 liquidity_penalty_multiplier_msat: 1_000,
2350 ..ProbabilisticScoringFeeParameters::zero_penalty()
2352 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2353 let sender = sender_node_id();
2354 let source = source_node_id();
2355 let target = target_node_id();
2356 let recipient = recipient_node_id();
2357 let usage = ChannelUsage {
2359 inflight_htlc_msat: 0,
2360 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2363 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2364 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2365 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2367 scorer.payment_path_successful(&payment_path_for_amount(500));
2369 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2370 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2371 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2375 fn decays_liquidity_bounds_over_time() {
2376 let logger = TestLogger::new();
2377 let network_graph = network_graph(&logger);
2378 let params = ProbabilisticScoringFeeParameters {
2379 liquidity_penalty_multiplier_msat: 1_000,
2380 considered_impossible_penalty_msat: u64::max_value(),
2381 ..ProbabilisticScoringFeeParameters::zero_penalty()
2383 let decay_params = ProbabilisticScoringDecayParameters {
2384 liquidity_offset_half_life: Duration::from_secs(10),
2385 ..ProbabilisticScoringDecayParameters::zero_penalty()
2387 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2388 let source = source_node_id();
2389 let target = target_node_id();
2391 let usage = ChannelUsage {
2393 inflight_htlc_msat: 0,
2394 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2396 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2397 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2398 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2400 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2401 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2403 let usage = ChannelUsage { amount_msat: 128, ..usage };
2404 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2405 let usage = ChannelUsage { amount_msat: 256, ..usage };
2406 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2407 let usage = ChannelUsage { amount_msat: 768, ..usage };
2408 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2409 let usage = ChannelUsage { amount_msat: 896, ..usage };
2410 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2412 SinceEpoch::advance(Duration::from_secs(9));
2413 let usage = ChannelUsage { amount_msat: 128, ..usage };
2414 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2415 let usage = ChannelUsage { amount_msat: 256, ..usage };
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2417 let usage = ChannelUsage { amount_msat: 768, ..usage };
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2419 let usage = ChannelUsage { amount_msat: 896, ..usage };
2420 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2422 SinceEpoch::advance(Duration::from_secs(1));
2423 let usage = ChannelUsage { amount_msat: 64, ..usage };
2424 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2425 let usage = ChannelUsage { amount_msat: 128, ..usage };
2426 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2427 let usage = ChannelUsage { amount_msat: 896, ..usage };
2428 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2429 let usage = ChannelUsage { amount_msat: 960, ..usage };
2430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2432 // Fully decay liquidity lower bound.
2433 SinceEpoch::advance(Duration::from_secs(10 * 7));
2434 let usage = ChannelUsage { amount_msat: 0, ..usage };
2435 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2436 let usage = ChannelUsage { amount_msat: 1, ..usage };
2437 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2438 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2439 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2440 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2441 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2443 // Fully decay liquidity upper bound.
2444 SinceEpoch::advance(Duration::from_secs(10));
2445 let usage = ChannelUsage { amount_msat: 0, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2447 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2450 SinceEpoch::advance(Duration::from_secs(10));
2451 let usage = ChannelUsage { amount_msat: 0, ..usage };
2452 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2453 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2458 fn decays_liquidity_bounds_without_shift_overflow() {
2459 let logger = TestLogger::new();
2460 let network_graph = network_graph(&logger);
2461 let params = ProbabilisticScoringFeeParameters {
2462 liquidity_penalty_multiplier_msat: 1_000,
2463 ..ProbabilisticScoringFeeParameters::zero_penalty()
2465 let decay_params = ProbabilisticScoringDecayParameters {
2466 liquidity_offset_half_life: Duration::from_secs(10),
2467 ..ProbabilisticScoringDecayParameters::default()
2469 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2470 let source = source_node_id();
2471 let target = target_node_id();
2472 let usage = ChannelUsage {
2474 inflight_htlc_msat: 0,
2475 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2477 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2479 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2480 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2482 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2483 // would cause an overflow.
2484 SinceEpoch::advance(Duration::from_secs(10 * 64));
2485 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2487 SinceEpoch::advance(Duration::from_secs(10));
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2492 fn restricts_liquidity_bounds_after_decay() {
2493 let logger = TestLogger::new();
2494 let network_graph = network_graph(&logger);
2495 let params = ProbabilisticScoringFeeParameters {
2496 liquidity_penalty_multiplier_msat: 1_000,
2497 ..ProbabilisticScoringFeeParameters::zero_penalty()
2499 let decay_params = ProbabilisticScoringDecayParameters {
2500 liquidity_offset_half_life: Duration::from_secs(10),
2501 ..ProbabilisticScoringDecayParameters::default()
2503 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2504 let source = source_node_id();
2505 let target = target_node_id();
2506 let usage = ChannelUsage {
2508 inflight_htlc_msat: 0,
2509 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2512 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2514 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2515 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2516 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2517 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2519 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2520 SinceEpoch::advance(Duration::from_secs(10));
2521 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2523 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2524 // is closer to the upper bound, meaning a higher penalty.
2525 scorer.payment_path_successful(&payment_path_for_amount(64));
2526 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2528 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2529 // is closer to the lower bound, meaning a lower penalty.
2530 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2533 // Further decaying affects the lower bound more than the upper bound (128, 928).
2534 SinceEpoch::advance(Duration::from_secs(10));
2535 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2539 fn restores_persisted_liquidity_bounds() {
2540 let logger = TestLogger::new();
2541 let network_graph = network_graph(&logger);
2542 let params = ProbabilisticScoringFeeParameters {
2543 liquidity_penalty_multiplier_msat: 1_000,
2544 considered_impossible_penalty_msat: u64::max_value(),
2545 ..ProbabilisticScoringFeeParameters::zero_penalty()
2547 let decay_params = ProbabilisticScoringDecayParameters {
2548 liquidity_offset_half_life: Duration::from_secs(10),
2549 ..ProbabilisticScoringDecayParameters::default()
2551 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2552 let source = source_node_id();
2553 let target = target_node_id();
2554 let usage = ChannelUsage {
2556 inflight_htlc_msat: 0,
2557 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2560 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2561 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2563 SinceEpoch::advance(Duration::from_secs(10));
2564 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2566 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2567 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2569 let mut serialized_scorer = Vec::new();
2570 scorer.write(&mut serialized_scorer).unwrap();
2572 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2573 let deserialized_scorer =
2574 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2575 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2579 fn decays_persisted_liquidity_bounds() {
2580 let logger = TestLogger::new();
2581 let network_graph = network_graph(&logger);
2582 let params = ProbabilisticScoringFeeParameters {
2583 liquidity_penalty_multiplier_msat: 1_000,
2584 considered_impossible_penalty_msat: u64::max_value(),
2585 ..ProbabilisticScoringFeeParameters::zero_penalty()
2587 let decay_params = ProbabilisticScoringDecayParameters {
2588 liquidity_offset_half_life: Duration::from_secs(10),
2589 ..ProbabilisticScoringDecayParameters::zero_penalty()
2591 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2592 let source = source_node_id();
2593 let target = target_node_id();
2594 let usage = ChannelUsage {
2596 inflight_htlc_msat: 0,
2597 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2600 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2601 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2603 let mut serialized_scorer = Vec::new();
2604 scorer.write(&mut serialized_scorer).unwrap();
2606 SinceEpoch::advance(Duration::from_secs(10));
2608 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2609 let deserialized_scorer =
2610 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2611 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2613 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2614 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2616 SinceEpoch::advance(Duration::from_secs(10));
2617 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2621 fn scores_realistic_payments() {
2622 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2623 // 50k sat reserve).
2624 let logger = TestLogger::new();
2625 let network_graph = network_graph(&logger);
2626 let params = ProbabilisticScoringFeeParameters::default();
2627 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2628 let source = source_node_id();
2629 let target = target_node_id();
2631 let usage = ChannelUsage {
2632 amount_msat: 100_000_000,
2633 inflight_htlc_msat: 0,
2634 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2636 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2637 let usage = ChannelUsage {
2638 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2640 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2641 let usage = ChannelUsage {
2642 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2644 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2645 let usage = ChannelUsage {
2646 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2649 let usage = ChannelUsage {
2650 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2652 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2653 let usage = ChannelUsage {
2654 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2656 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2657 let usage = ChannelUsage {
2658 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2661 let usage = ChannelUsage {
2662 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2664 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2665 let usage = ChannelUsage {
2666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2668 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2669 let usage = ChannelUsage {
2670 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2672 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2673 let usage = ChannelUsage {
2674 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2676 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2680 fn adds_base_penalty_to_liquidity_penalty() {
2681 let logger = TestLogger::new();
2682 let network_graph = network_graph(&logger);
2683 let source = source_node_id();
2684 let target = target_node_id();
2685 let usage = ChannelUsage {
2687 inflight_htlc_msat: 0,
2688 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2691 let params = ProbabilisticScoringFeeParameters {
2692 liquidity_penalty_multiplier_msat: 1_000,
2693 ..ProbabilisticScoringFeeParameters::zero_penalty()
2695 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2696 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2698 let params = ProbabilisticScoringFeeParameters {
2699 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2700 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2702 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2705 let params = ProbabilisticScoringFeeParameters {
2706 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2707 base_penalty_amount_multiplier_msat: (1 << 30),
2708 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2711 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2712 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2716 fn adds_amount_penalty_to_liquidity_penalty() {
2717 let logger = TestLogger::new();
2718 let network_graph = network_graph(&logger);
2719 let source = source_node_id();
2720 let target = target_node_id();
2721 let usage = ChannelUsage {
2722 amount_msat: 512_000,
2723 inflight_htlc_msat: 0,
2724 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2727 let params = ProbabilisticScoringFeeParameters {
2728 liquidity_penalty_multiplier_msat: 1_000,
2729 liquidity_penalty_amount_multiplier_msat: 0,
2730 ..ProbabilisticScoringFeeParameters::zero_penalty()
2732 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2733 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2735 let params = ProbabilisticScoringFeeParameters {
2736 liquidity_penalty_multiplier_msat: 1_000,
2737 liquidity_penalty_amount_multiplier_msat: 256,
2738 ..ProbabilisticScoringFeeParameters::zero_penalty()
2740 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2741 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2745 fn calculates_log10_without_overflowing_u64_max_value() {
2746 let logger = TestLogger::new();
2747 let network_graph = network_graph(&logger);
2748 let source = source_node_id();
2749 let target = target_node_id();
2750 let usage = ChannelUsage {
2751 amount_msat: u64::max_value(),
2752 inflight_htlc_msat: 0,
2753 effective_capacity: EffectiveCapacity::Infinite,
2756 let params = ProbabilisticScoringFeeParameters {
2757 liquidity_penalty_multiplier_msat: 40_000,
2758 ..ProbabilisticScoringFeeParameters::zero_penalty()
2760 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2761 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2762 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2766 fn accounts_for_inflight_htlc_usage() {
2767 let logger = TestLogger::new();
2768 let network_graph = network_graph(&logger);
2769 let params = ProbabilisticScoringFeeParameters {
2770 considered_impossible_penalty_msat: u64::max_value(),
2771 ..ProbabilisticScoringFeeParameters::zero_penalty()
2773 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2774 let source = source_node_id();
2775 let target = target_node_id();
2777 let usage = ChannelUsage {
2779 inflight_htlc_msat: 0,
2780 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2782 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2784 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2785 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2789 fn removes_uncertainity_when_exact_liquidity_known() {
2790 let logger = TestLogger::new();
2791 let network_graph = network_graph(&logger);
2792 let params = ProbabilisticScoringFeeParameters::default();
2793 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2794 let source = source_node_id();
2795 let target = target_node_id();
2797 let base_penalty_msat = params.base_penalty_msat;
2798 let usage = ChannelUsage {
2800 inflight_htlc_msat: 0,
2801 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2803 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2805 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2806 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2808 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2809 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2813 fn remembers_historical_failures() {
2814 let logger = TestLogger::new();
2815 let network_graph = network_graph(&logger);
2816 let params = ProbabilisticScoringFeeParameters {
2817 historical_liquidity_penalty_multiplier_msat: 1024,
2818 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2819 ..ProbabilisticScoringFeeParameters::zero_penalty()
2821 let decay_params = ProbabilisticScoringDecayParameters {
2822 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2823 historical_no_updates_half_life: Duration::from_secs(10),
2825 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2826 let source = source_node_id();
2827 let target = target_node_id();
2829 let usage = ChannelUsage {
2831 inflight_htlc_msat: 0,
2832 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2834 // With no historical data the normal liquidity penalty calculation is used.
2835 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2836 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2839 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2841 // The "it failed" increment is 32, where the probability should lie fully in the first
2843 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2844 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2846 // Even after we tell the scorer we definitely have enough available liquidity, it will
2847 // still remember that there was some failure in the past, and assign a non-0 penalty.
2848 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2849 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2850 // The first octile should be decayed just slightly and the last octile has a new point.
2851 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2852 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2854 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2855 // gone), and check that we're back to where we started.
2856 SinceEpoch::advance(Duration::from_secs(10 * 16));
2857 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2858 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2859 // data entirely instead.
2860 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2861 Some(([0; 8], [0; 8])));
2863 let usage = ChannelUsage {
2865 inflight_htlc_msat: 1024,
2866 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2868 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2869 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2871 let usage = ChannelUsage {
2873 inflight_htlc_msat: 0,
2874 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2876 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2878 // Advance to decay all liquidity offsets to zero.
2879 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2881 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2882 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2884 path_hop(target_pubkey(), 43, 2),
2885 path_hop(source_pubkey(), 42, 1),
2886 path_hop(sender_pubkey(), 41, 0),
2888 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2892 fn adds_anti_probing_penalty() {
2893 let logger = TestLogger::new();
2894 let network_graph = network_graph(&logger);
2895 let source = source_node_id();
2896 let target = target_node_id();
2897 let params = ProbabilisticScoringFeeParameters {
2898 anti_probing_penalty_msat: 500,
2899 ..ProbabilisticScoringFeeParameters::zero_penalty()
2901 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2903 // Check we receive no penalty for a low htlc_maximum_msat.
2904 let usage = ChannelUsage {
2905 amount_msat: 512_000,
2906 inflight_htlc_msat: 0,
2907 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2909 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2911 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2912 let usage = ChannelUsage {
2913 amount_msat: 512_000,
2914 inflight_htlc_msat: 0,
2915 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2917 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2919 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2920 let usage = ChannelUsage {
2921 amount_msat: 512_000,
2922 inflight_htlc_msat: 0,
2923 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2925 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2927 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2928 let usage = ChannelUsage {
2929 amount_msat: 512_000,
2930 inflight_htlc_msat: 0,
2931 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2933 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2937 fn scores_with_blinded_path() {
2938 // Make sure we'll account for a blinded path's final_value_msat in scoring
2939 let logger = TestLogger::new();
2940 let network_graph = network_graph(&logger);
2941 let params = ProbabilisticScoringFeeParameters {
2942 liquidity_penalty_multiplier_msat: 1_000,
2943 ..ProbabilisticScoringFeeParameters::zero_penalty()
2945 let decay_params = ProbabilisticScoringDecayParameters::default();
2946 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2947 let source = source_node_id();
2948 let target = target_node_id();
2949 let usage = ChannelUsage {
2951 inflight_htlc_msat: 0,
2952 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2954 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2956 let mut path = payment_path_for_amount(768);
2957 let recipient_hop = path.hops.pop().unwrap();
2958 let blinded_path = BlindedPath {
2959 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2960 blinding_point: test_utils::pubkey(42),
2962 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2965 path.blinded_tail = Some(BlindedTail {
2966 hops: blinded_path.blinded_hops,
2967 blinding_point: blinded_path.blinding_point,
2968 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
2969 final_value_msat: recipient_hop.fee_msat,
2972 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
2973 // final value is taken into account.
2974 assert!(scorer.channel_liquidities.get(&42).is_none());
2976 scorer.payment_path_failed(&path, 42);
2977 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
2978 scorer.payment_path_failed(&path, 43);
2980 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2981 .as_directed(&source, &target, 0, 1_000, decay_params);
2982 assert_eq!(liquidity.min_liquidity_msat(), 256);
2983 assert_eq!(liquidity.max_liquidity_msat(), 768);