6 namespace org { namespace ldk { namespace structs {
10 * [`Score`] implementation using channel success probability distributions.
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.
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)`).
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.
27 * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
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
37 * Mixing the `no-std` feature between serialization and deserialization results in undefined
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
47 public class ProbabilisticScorer : CommonBase {
48 internal ProbabilisticScorer(object _dummy, long ptr) : base(ptr) { }
49 ~ProbabilisticScorer() {
50 if (ptr != 0) { bindings.ProbabilisticScorer_free(ptr); }
54 * Creates a new scorer using the given scoring parameters for sending payments from a node
55 * through a network graph.
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);
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); };
72 * Dump the contents of this scorer into the configured logger.
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.
77 public void debug_log_liquidity_stats() {
78 bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
83 * Query the estimated minimum and maximum liquidity available for sending a payment over the
84 * channel with `scid` towards the given `target` node.
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);
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); };
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.
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.
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.
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.
118 * Because the datapoints are decayed slowly over time, values will eventually return to
119 * `Some(([0; 8], [0; 8]))`.
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);
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); };
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
137 public Score as_Score() {
138 long ret = bindings.ProbabilisticScorer_as_Score(this.ptr);
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); };
147 * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
149 public byte[] write() {
150 byte[] ret = bindings.ProbabilisticScorer_write(this.ptr);
156 * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
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);
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); };