]> git.bitcoin.ninja Git - rust-lightning/commitdiff
Expose historical bucket data via new accessors 2023-01-expose-hist-buckets
authorMatt Corallo <git@bluematt.me>
Mon, 16 Jan 2023 23:23:13 +0000 (23:23 +0000)
committerMatt Corallo <git@bluematt.me>
Mon, 30 Jan 2023 22:32:06 +0000 (22:32 +0000)
Users should be able to view the data we use to score channels, so
this exposes that data in new accessors.

Fixes #1854.

lightning/src/routing/scoring.rs

index 6b8502d334fe58c4147bf92ca3a9e8b73981ca6a..5cc9f2965763dc98b64b0c4a6be8dec07c7685eb 100644 (file)
@@ -731,6 +731,8 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
        /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
        /// which may be a substantial amount of log output.
        pub fn debug_log_liquidity_stats(&self) {
+               let now = T::now();
+
                let graph = self.network_graph.read_only();
                for (scid, liq) in self.channel_liquidities.iter() {
                        if let Some(chan_debug) = graph.channels().get(scid) {
@@ -738,8 +740,25 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                                        if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
                                                let amt = directed_info.effective_capacity().as_msat();
                                                let dir_liq = liq.as_directed(source, target, amt, &self.params);
-                                               log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
-                                                       source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
+
+                                               let buckets = HistoricalMinMaxBuckets {
+                                                       min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+                                                       max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+                                               };
+                                               let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
+                                                       *dir_liq.last_updated, self.params.historical_no_updates_half_life);
+
+                                               log_debug!(self.logger, core::concat!(
+                                                       "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
+                                                       "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
+                                                       "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
+                                                       source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
+                                                       min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
+                                                       min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
+                                                       // Note that the liquidity buckets are an offset from the edge, so we
+                                                       // inverse the max order to get the probabilities from zero.
+                                                       max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
+                                                       max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
                                        } else {
                                                log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
                                        }
@@ -770,6 +789,53 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                None
        }
 
+       /// Query the historical estimated minimum and maximum liquidity available for sending a
+       /// payment over the channel with `scid` towards the given `target` node.
+       ///
+       /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
+       /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
+       /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
+       /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
+       /// Because the values are slowly decayed, more recent data points are weighted more heavily
+       /// than older datapoints.
+       ///
+       /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
+       /// relative to the channel's total capacity is calculated by dividing that bucket's value with
+       /// the total of all buckets for the given bound.
+       ///
+       /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
+       /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
+       /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
+       /// both in the top and bottom octile, and roughly with similar (recent) frequency.
+       ///
+       /// Because the datapoints are decayed slowly over time, values will eventually return to
+       /// `Some(([0; 8], [0; 8]))`.
+       pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
+       -> Option<([u16; 8], [u16; 8])> {
+               let graph = self.network_graph.read_only();
+
+               if let Some(chan) = graph.channels().get(&scid) {
+                       if let Some(liq) = self.channel_liquidities.get(&scid) {
+                               if let Some((directed_info, source)) = chan.as_directed_to(target) {
+                                       let amt = directed_info.effective_capacity().as_msat();
+                                       let dir_liq = liq.as_directed(source, target, amt, &self.params);
+
+                                       let buckets = HistoricalMinMaxBuckets {
+                                               min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+                                               max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+                                       };
+                                       let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
+                                               *dir_liq.last_updated, self.params.historical_no_updates_half_life);
+                                       // Note that the liquidity buckets are an offset from the edge, so we inverse
+                                       // the max order to get the probabilities from zero.
+                                       max_buckets.reverse();
+                                       return Some((min_buckets, max_buckets));
+                               }
+                       }
+               }
+               None
+       }
+
        /// Marks the node with the given `node_id` as banned, i.e.,
        /// it will be avoided during path finding.
        pub fn add_banned(&mut self, node_id: &NodeId) {
@@ -2684,19 +2750,32 @@ mod tests {
                };
                // With no historical data the normal liquidity penalty calculation is used.
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
+               assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+                       None);
 
                scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
+               // The "it failed" increment is 32, where the probability should lie fully in the first
+               // octile.
+               assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+                       Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
 
                // Even after we tell the scorer we definitely have enough available liquidity, it will
                // still remember that there was some failure in the past, and assign a non-0 penalty.
                scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
+               // The first octile should be decayed just slightly and the last octile has a new point.
+               assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+                       Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
 
                // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
                // gone), and check that we're back to where we started.
                SinceEpoch::advance(Duration::from_secs(10 * 16));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
+               // Once fully decayed we still have data, but its all-0s. In the future we may remove the
+               // data entirely instead.
+               assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+                       Some(([0; 8], [0; 8])));
        }
 
        #[test]