_ Git - ldk-java/blob - c_sharp/src/org/ldk/structs/ProbabilisticScorer.cs

   1 using org.ldk.impl;
   2 using org.ldk.enums;
   3 using org.ldk.util;
   4 using System;
   5
   6 namespace org { namespace ldk { namespace structs {
   7
   8
   9 /**
  10  * [`Score`] implementation using channel success probability distributions.
  11  *
  12  * Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
  13  * we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
  14  * When a payment is forwarded through a channel (but fails later in the route), we learn the
  15  * lower-bound on the channel's available liquidity must be at least the value of the HTLC.
  16  *
  17  * These bounds are then used to determine a success probability using the formula from
  18  * Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
  19  * and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
  20  *
  21  * This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
  22  * [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
  23  * milli-satoshis. The penalties, when added across all hops, have the property of being linear in
  24  * terms of the entire path's success probability. This allows the router to directly compare
  25  * penalties for different paths. See the documentation of those parameters for the exact formulas.
  26  *
  27  * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
  28  *
  29  * Further, we track the history of our upper and lower liquidity bounds for each channel,
  30  * allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
  31  * and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
  32  * formula, but using the history of a channel rather than our latest estimates for the liquidity
  33  * bounds.
  34  *
  35  * # Note
  36  *
  37  * Mixing the `no-std` feature between serialization and deserialization results in undefined
  38  * behavior.
  39  *
  40  * [1]: https://arxiv.org/abs/2107.05322
  41  * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
  42  * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
  43  * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
  44  * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
  45  * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
  46  */
  47 public class ProbabilisticScorer : CommonBase {
  48         internal ProbabilisticScorer(object _dummy, long ptr) : base(ptr) { }
  49         ~ProbabilisticScorer() {
  50                 if (ptr != 0) { bindings.ProbabilisticScorer_free(ptr); }
  51         }
  52
  53         /**
  54          * Creates a new scorer using the given scoring parameters for sending payments from a node
  55          * through a network graph.
  56          */
  57         public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringDecayParameters decay_params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
  58                 long ret = bindings.ProbabilisticScorer_new(decay_params == null ? 0 : decay_params.ptr, network_graph == null ? 0 : network_graph.ptr, logger.ptr);
  59                 GC.KeepAlive(decay_params);
  60                 GC.KeepAlive(network_graph);
  61                 GC.KeepAlive(logger);
  62                 if (ret >= 0 && ret <= 4096) { return null; }
  63                 org.ldk.structs.ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new org.ldk.structs.ProbabilisticScorer(null, ret); }
  64                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(ret_hu_conv); };
  65                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(decay_params); };
  66                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(network_graph); };
  67                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(logger); };
  68                 return ret_hu_conv;
  69         }
  70
  71         /**
  72          * Dump the contents of this scorer into the configured logger.
  73          *
  74          * Note that this writes roughly one line per channel for which we have a liquidity estimate,
  75          * which may be a substantial amount of log output.
  76          */
  77         public void debug_log_liquidity_stats() {
  78                 bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
  79                 GC.KeepAlive(this);
  80         }
  81
  82         /**
  83          * Query the estimated minimum and maximum liquidity available for sending a payment over the
  84          * channel with `scid` towards the given `target` node.
  85          */
  86         public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
  87                 long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
  88                 GC.KeepAlive(this);
  89                 GC.KeepAlive(scid);
  90                 GC.KeepAlive(target);
  91                 if (ret >= 0 && ret <= 4096) { return null; }
  92                 org.ldk.structs.Option_C2Tuple_u64u64ZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_u64u64ZZ.constr_from_ptr(ret);
  93                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
  94                 if (this != null) { this.ptrs_to.AddLast(target); };
  95                 return ret_hu_conv;
  96         }
  97
  98         /**
  99          * Query the historical estimated minimum and maximum liquidity available for sending a
 100          * payment over the channel with `scid` towards the given `target` node.
 101          *
 102          * Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
 103          * liquidity estimates, the second set describes the octiles for upper-bound liquidity
 104          * estimates. Each bucket describes the relative frequency at which we've seen a liquidity
 105          * bound in the octile relative to the channel's total capacity, on an arbitrary scale.
 106          * Because the values are slowly decayed, more recent data points are weighted more heavily
 107          * than older datapoints.
 108          *
 109          * When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
 110          * relative to the channel's total capacity is calculated by dividing that bucket's value with
 111          * the total of all buckets for the given bound.
 112          *
 113          * For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
 114          * of a bound being in the top octile to be 100%, and have never (recently) seen it in any
 115          * other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
 116          * both in the top and bottom octile, and roughly with similar (recent) frequency.
 117          *
 118          * Because the datapoints are decayed slowly over time, values will eventually return to
 119          * `Some(([0; 8], [0; 8]))`.
 120          */
 121         public Option_C2Tuple_EightU16sEightU16sZZ historical_estimated_channel_liquidity_probabilities(long scid, org.ldk.structs.NodeId target) {
 122                 long ret = bindings.ProbabilisticScorer_historical_estimated_channel_liquidity_probabilities(this.ptr, scid, target == null ? 0 : target.ptr);
 123                 GC.KeepAlive(this);
 124                 GC.KeepAlive(scid);
 125                 GC.KeepAlive(target);
 126                 if (ret >= 0 && ret <= 4096) { return null; }
 127                 org.ldk.structs.Option_C2Tuple_EightU16sEightU16sZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_EightU16sEightU16sZZ.constr_from_ptr(ret);
 128                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 129                 if (this != null) { this.ptrs_to.AddLast(target); };
 130                 return ret_hu_conv;
 131         }
 132
 133         /**
 134          * Constructs a new Score which calls the relevant methods on this_arg.
 135          * This copies the `inner` pointer in this_arg and thus the returned Score must be freed before this_arg is
 136          */
 137         public Score as_Score() {
 138                 long ret = bindings.ProbabilisticScorer_as_Score(this.ptr);
 139                 GC.KeepAlive(this);
 140                 if (ret >= 0 && ret <= 4096) { return null; }
 141                 Score ret_hu_conv = new Score(null, ret);
 142                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 143                 return ret_hu_conv;
 144         }
 145
 146         /**
 147          * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
 148          */
 149         public byte[] write() {
 150                 byte[] ret = bindings.ProbabilisticScorer_write(this.ptr);
 151                 GC.KeepAlive(this);
 152                 return ret;
 153         }
 154
 155         /**
 156          * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
 157          */
 158         public static Result_ProbabilisticScorerDecodeErrorZ read(byte[] ser, org.ldk.structs.ProbabilisticScoringDecayParameters arg_a, org.ldk.structs.NetworkGraph arg_b, org.ldk.structs.Logger arg_c) {
 159                 long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, arg_c.ptr);
 160                 GC.KeepAlive(ser);
 161                 GC.KeepAlive(arg_a);
 162                 GC.KeepAlive(arg_b);
 163                 GC.KeepAlive(arg_c);
 164                 if (ret >= 0 && ret <= 4096) { return null; }
 165                 Result_ProbabilisticScorerDecodeErrorZ ret_hu_conv = Result_ProbabilisticScorerDecodeErrorZ.constr_from_ptr(ret);
 166                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_a); };
 167                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_b); };
 168                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_c); };
 169                 return ret_hu_conv;
 170         }
 171
 172 }
 173 } } }