/**
* [`Score`] implementation using channel success probability distributions.
*
- * Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
- * and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
- * distributions are defined based on knowledge learned from successful and unsuccessful attempts.
- * Then the negative `log10` of the success probability is used to determine the cost of routing a
- * specific HTLC amount through a channel.
+ * Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
+ * we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
+ * When a payment is forwarded through a channel (but fails later in the route), we learn the
+ * lower-bound on the channel's available liquidity must be at least the value of the HTLC.
*
- * Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
- * possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
- * [`ProbabilisticScoringParameters`] for details.
+ * These bounds are then used to determine a success probability using the formula from
+ * Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+ * and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
*
- * Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
- * with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
- * volume are more likely to experience failed payment paths, which would need to be retried.
+ * This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
+ * [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
+ * milli-satoshis. The penalties, when added across all hops, have the property of being linear in
+ * terms of the entire path's success probability. This allows the router to directly compare
+ * penalties for different paths. See the documentation of those parameters for the exact formulas.
+ *
+ * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
+ *
+ * Further, we track the history of our upper and lower liquidity bounds for each channel,
+ * allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
+ * and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
+ * formula, but using the history of a channel rather than our latest estimates for the liquidity
+ * bounds.
*
* # Note
*
* behavior.
*
* [1]: https://arxiv.org/abs/2107.05322
+ * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
+ * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
+ * [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
+ * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
+ * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
*/
@SuppressWarnings("unchecked") // We correctly assign various generic arrays
public class ProbabilisticScorer extends CommonBase {
* Creates a new scorer using the given scoring parameters for sending payments from a node
* through a network graph.
*/
- public static ProbabilisticScorer of(ProbabilisticScoringParameters params, NetworkGraph network_graph, Logger logger) {
+ public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringParameters params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
long ret = bindings.ProbabilisticScorer_new(params == null ? 0 : params.ptr, network_graph == null ? 0 : network_graph.ptr, logger == null ? 0 : logger.ptr);
Reference.reachabilityFence(params);
Reference.reachabilityFence(network_graph);
* Query the estimated minimum and maximum liquidity available for sending a payment over the
* channel with `scid` towards the given `target` node.
*/
- public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, NodeId target) {
+ public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
Reference.reachabilityFence(this);
Reference.reachabilityFence(scid);
* Marks the node with the given `node_id` as banned, i.e.,
* it will be avoided during path finding.
*/
- public void add_banned(NodeId node_id) {
+ public void add_banned(org.ldk.structs.NodeId node_id) {
bindings.ProbabilisticScorer_add_banned(this.ptr, node_id == null ? 0 : node_id.ptr);
Reference.reachabilityFence(this);
Reference.reachabilityFence(node_id);
/**
* Removes the node with the given `node_id` from the list of nodes to avoid.
*/
- public void remove_banned(NodeId node_id) {
+ public void remove_banned(org.ldk.structs.NodeId node_id) {
bindings.ProbabilisticScorer_remove_banned(this.ptr, node_id == null ? 0 : node_id.ptr);
Reference.reachabilityFence(this);
Reference.reachabilityFence(node_id);
/**
* Sets a manual penalty for the given node.
*/
- public void set_manual_penalty(NodeId node_id, long penalty) {
+ public void set_manual_penalty(org.ldk.structs.NodeId node_id, long penalty) {
bindings.ProbabilisticScorer_set_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr, penalty);
Reference.reachabilityFence(this);
Reference.reachabilityFence(node_id);
/**
* Removes the node with the given `node_id` from the list of manual penalties.
*/
- public void remove_manual_penalty(NodeId node_id) {
+ public void remove_manual_penalty(org.ldk.structs.NodeId node_id) {
bindings.ProbabilisticScorer_remove_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr);
Reference.reachabilityFence(this);
Reference.reachabilityFence(node_id);
/**
* Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
*/
- public static Result_ProbabilisticScorerDecodeErrorZ read(byte[] ser, ProbabilisticScoringParameters arg_a, NetworkGraph arg_b, Logger arg_c) {
+ public static Result_ProbabilisticScorerDecodeErrorZ read(byte[] ser, org.ldk.structs.ProbabilisticScoringParameters arg_a, org.ldk.structs.NetworkGraph arg_b, org.ldk.structs.Logger arg_c) {
long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, arg_c == null ? 0 : arg_c.ptr);
Reference.reachabilityFence(ser);
Reference.reachabilityFence(arg_a);
projects / ldk-java / blobdiff