impl HistoricalMinMaxBuckets<'_> {
#[inline]
- fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
+ fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ -> ([u16; 8], [u16; 8], u32) {
+ let required_decays = now.duration_since(last_updated).as_secs()
+ .checked_div(half_life.as_secs())
+ .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+ let mut min_buckets = *self.min_liquidity_offset_history;
+ min_buckets.time_decay_data(required_decays);
+ let mut max_buckets = *self.max_liquidity_offset_history;
+ max_buckets.time_decay_data(required_decays);
+ (min_buckets.buckets, max_buckets.buckets, required_decays)
+ }
+
+ #[inline]
+ fn calculate_success_probability_times_billion<T: Time>(
+ &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
+ -> Option<u64> {
// If historical penalties are enabled, calculate the penalty by walking the set of
// historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
// each, calculate the probability of success given our payment amount, then total the
// less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
let mut total_valid_points_tracked = 0;
- // Rather than actually decaying the individual buckets, which would lose precision, we
- // simply track whether all buckets would be decayed to zero, in which case we treat it as
- // if we had no data.
- let mut is_fully_decayed = true;
- let mut check_track_bucket_contains_undecayed_points =
- |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
+ // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
+ // don't actually use the decayed buckets, though, as that would lose precision.
+ let (decayed_min_buckets, decayed_max_buckets, required_decays) =
+ self.get_decayed_buckets(now, last_updated, half_life);
+ if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
+ return None;
+ }
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
- check_track_bucket_contains_undecayed_points(*min_bucket);
for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
- check_track_bucket_contains_undecayed_points(*max_bucket);
}
}
// If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
// it as if we were fully decayed.
- if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
+ if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
return None;
}
/// 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) {
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);
}
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) {
if params.historical_liquidity_penalty_multiplier_msat != 0 ||
params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
- let required_decays = self.now.duration_since(*self.last_updated).as_secs()
- .checked_div(params.historical_no_updates_half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
debug_assert!(payment_amt_64th_bucket <= 64);
if payment_amt_64th_bucket > 64 { return res; }
max_liquidity_offset_history: &self.max_liquidity_offset_history,
};
if let Some(cumulative_success_prob_times_billion) = buckets
- .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
+ .calculate_success_probability_times_billion(self.now, *self.last_updated,
+ params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
+ {
let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
};
// 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]
projects / rust-lightning / commitdiff