X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=src%2Fmain%2Fjava%2Forg%2Fldk%2Fstructs%2FProbabilisticScorer.java;h=71658b3f3f14e3c00957d7710f6b58c717a9ceb7;hb=300b54d26fe5ed89f472ef821ebf67d56c917e49;hp=1bedb70ddb17e84491fc76f7890764c6abbc2121;hpb=af6f9949b19c1e8d2daac5c7a94cf14d41175f2b;p=ldk-java

diff --git a/src/main/java/org/ldk/structs/ProbabilisticScorer.java b/src/main/java/org/ldk/structs/ProbabilisticScorer.java
index 1bedb70d..71658b3f 100644
--- a/src/main/java/org/ldk/structs/ProbabilisticScorer.java
+++ b/src/main/java/org/ldk/structs/ProbabilisticScorer.java
@@ -11,19 +11,28 @@ import javax.annotation.Nullable;
 /**
  * [`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
  * 
@@ -31,6 +40,11 @@ import javax.annotation.Nullable;
  * 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 {
@@ -46,15 +60,16 @@ public class ProbabilisticScorer extends CommonBase {
 	 * through a network graph.
 	 */
 	public static ProbabilisticScorer of(ProbabilisticScoringParameters params, NetworkGraph network_graph, Logger logger) {
-		long ret = bindings.ProbabilisticScorer_new(params == null ? 0 : params.ptr & ~1, network_graph == null ? 0 : network_graph.ptr & ~1, logger == null ? 0 : logger.ptr);
+		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);
 		Reference.reachabilityFence(logger);
 		if (ret >= 0 && ret <= 4096) { return null; }
 		org.ldk.structs.ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new org.ldk.structs.ProbabilisticScorer(null, ret); }
-		ret_hu_conv.ptrs_to.add(ret_hu_conv);
-		ret_hu_conv.ptrs_to.add(network_graph);
-		ret_hu_conv.ptrs_to.add(logger);
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(ret_hu_conv); };
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(params); };
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(network_graph); };
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(logger); };
 		return ret_hu_conv;
 	}
 
@@ -74,14 +89,14 @@ public class ProbabilisticScorer extends CommonBase {
 	 * channel with `scid` towards the given `target` node.
 	 */
 	public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, NodeId target) {
-		long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr & ~1);
+		long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
 		Reference.reachabilityFence(this);
 		Reference.reachabilityFence(scid);
 		Reference.reachabilityFence(target);
 		if (ret >= 0 && ret <= 4096) { return null; }
 		org.ldk.structs.Option_C2Tuple_u64u64ZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_u64u64ZZ.constr_from_ptr(ret);
-		ret_hu_conv.ptrs_to.add(this);
-		this.ptrs_to.add(target);
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
+		if (this != null) { this.ptrs_to.add(target); };
 		return ret_hu_conv;
 	}
 
@@ -90,41 +105,41 @@ public class ProbabilisticScorer extends CommonBase {
 	 * it will be avoided during path finding.
 	 */
 	public void add_banned(NodeId node_id) {
-		bindings.ProbabilisticScorer_add_banned(this.ptr, node_id == null ? 0 : node_id.ptr & ~1);
+		bindings.ProbabilisticScorer_add_banned(this.ptr, node_id == null ? 0 : node_id.ptr);
 		Reference.reachabilityFence(this);
 		Reference.reachabilityFence(node_id);
-		this.ptrs_to.add(node_id);
+		if (this != null) { this.ptrs_to.add(node_id); };
 	}
 
 	/**
 	 * Removes the node with the given `node_id` from the list of nodes to avoid.
 	 */
 	public void remove_banned(NodeId node_id) {
-		bindings.ProbabilisticScorer_remove_banned(this.ptr, node_id == null ? 0 : node_id.ptr & ~1);
+		bindings.ProbabilisticScorer_remove_banned(this.ptr, node_id == null ? 0 : node_id.ptr);
 		Reference.reachabilityFence(this);
 		Reference.reachabilityFence(node_id);
-		this.ptrs_to.add(node_id);
+		if (this != null) { this.ptrs_to.add(node_id); };
 	}
 
 	/**
 	 * Sets a manual penalty for the given node.
 	 */
 	public void set_manual_penalty(NodeId node_id, long penalty) {
-		bindings.ProbabilisticScorer_set_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr & ~1, penalty);
+		bindings.ProbabilisticScorer_set_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr, penalty);
 		Reference.reachabilityFence(this);
 		Reference.reachabilityFence(node_id);
 		Reference.reachabilityFence(penalty);
-		this.ptrs_to.add(node_id);
+		if (this != null) { this.ptrs_to.add(node_id); };
 	}
 
 	/**
 	 * Removes the node with the given `node_id` from the list of manual penalties.
 	 */
 	public void remove_manual_penalty(NodeId node_id) {
-		bindings.ProbabilisticScorer_remove_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr & ~1);
+		bindings.ProbabilisticScorer_remove_manual_penalty(this.ptr, node_id == null ? 0 : node_id.ptr);
 		Reference.reachabilityFence(this);
 		Reference.reachabilityFence(node_id);
-		this.ptrs_to.add(node_id);
+		if (this != null) { this.ptrs_to.add(node_id); };
 	}
 
 	/**
@@ -144,7 +159,7 @@ public class ProbabilisticScorer extends CommonBase {
 		Reference.reachabilityFence(this);
 		if (ret >= 0 && ret <= 4096) { return null; }
 		Score ret_hu_conv = new Score(null, ret);
-		ret_hu_conv.ptrs_to.add(this);
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 		return ret_hu_conv;
 	}
 
@@ -161,15 +176,16 @@ public class ProbabilisticScorer extends CommonBase {
 	 * 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) {
-		long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr & ~1, arg_b == null ? 0 : arg_b.ptr & ~1, arg_c == null ? 0 : arg_c.ptr);
+		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);
 		Reference.reachabilityFence(arg_b);
 		Reference.reachabilityFence(arg_c);
 		if (ret >= 0 && ret <= 4096) { return null; }
 		Result_ProbabilisticScorerDecodeErrorZ ret_hu_conv = Result_ProbabilisticScorerDecodeErrorZ.constr_from_ptr(ret);
-		ret_hu_conv.ptrs_to.add(arg_b);
-		ret_hu_conv.ptrs_to.add(arg_c);
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_a); };
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_b); };
+		if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_c); };
 		return ret_hu_conv;
 	}