_ Git - ldk-java/blob - c_sharp/src/org/ldk/structs/ProbabilisticScorer.cs

   1 using org.ldk.impl;
   2 using org.ldk.enums;
   3 using org.ldk.util;
   4 using System;
   5
   6 namespace org { namespace ldk { namespace structs {
   7
   8
   9 /**
  10  * [`ScoreLookUp`] implementation using channel success probability distributions.
  11  *
  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.
  16  *
  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)`).
  20  *
  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.
  26  *
  27  * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
  28  *
  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
  33  * bounds.
  34  *
  35  * [1]: https://arxiv.org/abs/2107.05322
  36  * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
  37  * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
  38  * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
  39  * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
  40  * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
  41  */
  42 public class ProbabilisticScorer : CommonBase {
  43         internal ProbabilisticScorer(object _dummy, long ptr) : base(ptr) { }
  44         ~ProbabilisticScorer() {
  45                 if (ptr != 0) { bindings.ProbabilisticScorer_free(ptr); }
  46         }
  47
  48         /**
  49          * Creates a new scorer using the given scoring parameters for sending payments from a node
  50          * through a network graph.
  51          */
  52         public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringDecayParameters decay_params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
  53                 long ret = bindings.ProbabilisticScorer_new(decay_params == null ? 0 : decay_params.ptr, network_graph == null ? 0 : network_graph.ptr, logger.ptr);
  54                 GC.KeepAlive(decay_params);
  55                 GC.KeepAlive(network_graph);
  56                 GC.KeepAlive(logger);
  57                 if (ret >= 0 && ret <= 4096) { return null; }
  58                 org.ldk.structs.ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new org.ldk.structs.ProbabilisticScorer(null, ret); }
  59                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(ret_hu_conv); };
  60                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(decay_params); };
  61                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(network_graph); };
  62                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(logger); };
  63                 return ret_hu_conv;
  64         }
  65
  66         /**
  67          * Dump the contents of this scorer into the configured logger.
  68          *
  69          * Note that this writes roughly one line per channel for which we have a liquidity estimate,
  70          * which may be a substantial amount of log output.
  71          */
  72         public void debug_log_liquidity_stats() {
  73                 bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
  74                 GC.KeepAlive(this);
  75         }
  76
  77         /**
  78          * Query the estimated minimum and maximum liquidity available for sending a payment over the
  79          * channel with `scid` towards the given `target` node.
  80          */
  81         public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
  82                 long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
  83                 GC.KeepAlive(this);
  84                 GC.KeepAlive(scid);
  85                 GC.KeepAlive(target);
  86                 if (ret >= 0 && ret <= 4096) { return null; }
  87                 org.ldk.structs.Option_C2Tuple_u64u64ZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_u64u64ZZ.constr_from_ptr(ret);
  88                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
  89                 if (this != null) { this.ptrs_to.AddLast(target); };
  90                 return ret_hu_conv;
  91         }
  92
  93         /**
  94          * Query the historical estimated minimum and maximum liquidity available for sending a
  95          * payment over the channel with `scid` towards the given `target` node.
  96          *
  97          * Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
  98          * the second set describes the upper-bound liquidity history. Each bucket describes the
  99          * relative frequency at which we've seen a liquidity bound in the bucket's range relative to
 100          * the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
 101          * more recent data points are weighted more heavily than older datapoints.
 102          *
 103          * Note that the range of each bucket varies by its location to provide more granular results
 104          * at the edges of a channel's capacity, where it is more likely to sit.
 105          *
 106          * When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
 107          * is calculated by dividing that bucket's value with the total value of all buckets.
 108          *
 109          * For example, using a lower bucket count for illustrative purposes, a value of
 110          * `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
 111          * close to the channel's capacity to be 100%, and have never (recently) seen it in any other
 112          * bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
 113          * in the top and bottom bucket, and roughly with similar (recent) frequency.
 114          *
 115          * Because the datapoints are decayed slowly over time, values will eventually return to
 116          * `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
 117          *
 118          * In order to fetch a single success probability from the buckets provided here, as used in
 119          * the scoring model, see [`Self::historical_estimated_payment_success_probability`].
 120          */
 121         public Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ 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);
 123                 GC.KeepAlive(this);
 124                 GC.KeepAlive(scid);
 125                 GC.KeepAlive(target);
 126                 if (ret >= 0 && ret <= 4096) { return null; }
 127                 org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ.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); };
 130                 return ret_hu_conv;
 131         }
 132
 133         /**
 134          * Query the probability of payment success sending the given `amount_msat` over the channel
 135          * with `scid` towards the given `target` node, based on the historical estimated liquidity
 136          * bounds.
 137          *
 138          * These are the same bounds as returned by
 139          * [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
 140          * [`Self::estimated_channel_liquidity_range`]).
 141          */
 142         public Option_f64Z historical_estimated_payment_success_probability(long scid, org.ldk.structs.NodeId target, long amount_msat, org.ldk.structs.ProbabilisticScoringFeeParameters _params) {
 143                 long ret = bindings.ProbabilisticScorer_historical_estimated_payment_success_probability(this.ptr, scid, target == null ? 0 : target.ptr, amount_msat, _params == null ? 0 : _params.ptr);
 144                 GC.KeepAlive(this);
 145                 GC.KeepAlive(scid);
 146                 GC.KeepAlive(target);
 147                 GC.KeepAlive(amount_msat);
 148                 GC.KeepAlive(_params);
 149                 if (ret >= 0 && ret <= 4096) { return null; }
 150                 org.ldk.structs.Option_f64Z ret_hu_conv = org.ldk.structs.Option_f64Z.constr_from_ptr(ret);
 151                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 152                 if (this != null) { this.ptrs_to.AddLast(target); };
 153                 if (this != null) { this.ptrs_to.AddLast(_params); };
 154                 return ret_hu_conv;
 155         }
 156
 157         /**
 158          * Constructs a new ScoreLookUp which calls the relevant methods on this_arg.
 159          * This copies the `inner` pointer in this_arg and thus the returned ScoreLookUp must be freed before this_arg is
 160          */
 161         public ScoreLookUp as_ScoreLookUp() {
 162                 long ret = bindings.ProbabilisticScorer_as_ScoreLookUp(this.ptr);
 163                 GC.KeepAlive(this);
 164                 if (ret >= 0 && ret <= 4096) { return null; }
 165                 ScoreLookUp ret_hu_conv = new ScoreLookUp(null, ret);
 166                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 167                 return ret_hu_conv;
 168         }
 169
 170         /**
 171          * Constructs a new ScoreUpdate which calls the relevant methods on this_arg.
 172          * This copies the `inner` pointer in this_arg and thus the returned ScoreUpdate must be freed before this_arg is
 173          */
 174         public ScoreUpdate as_ScoreUpdate() {
 175                 long ret = bindings.ProbabilisticScorer_as_ScoreUpdate(this.ptr);
 176                 GC.KeepAlive(this);
 177                 if (ret >= 0 && ret <= 4096) { return null; }
 178                 ScoreUpdate ret_hu_conv = new ScoreUpdate(null, ret);
 179                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 180                 return ret_hu_conv;
 181         }
 182
 183         /**
 184          * Constructs a new Score which calls the relevant methods on this_arg.
 185          * This copies the `inner` pointer in this_arg and thus the returned Score must be freed before this_arg is
 186          */
 187         public Score as_Score() {
 188                 long ret = bindings.ProbabilisticScorer_as_Score(this.ptr);
 189                 GC.KeepAlive(this);
 190                 if (ret >= 0 && ret <= 4096) { return null; }
 191                 Score ret_hu_conv = new Score(null, ret);
 192                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(this); };
 193                 return ret_hu_conv;
 194         }
 195
 196         /**
 197          * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
 198          */
 199         public byte[] write() {
 200                 long ret = bindings.ProbabilisticScorer_write(this.ptr);
 201                 GC.KeepAlive(this);
 202                 if (ret >= 0 && ret <= 4096) { return null; }
 203                 byte[] ret_conv = InternalUtils.decodeUint8Array(ret);
 204                 return ret_conv;
 205         }
 206
 207         /**
 208          * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
 209          */
 210         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) {
 211                 long ret = bindings.ProbabilisticScorer_read(InternalUtils.encodeUint8Array(ser), arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, arg_c.ptr);
 212                 GC.KeepAlive(ser);
 213                 GC.KeepAlive(arg_a);
 214                 GC.KeepAlive(arg_b);
 215                 GC.KeepAlive(arg_c);
 216                 if (ret >= 0 && ret <= 4096) { return null; }
 217                 Result_ProbabilisticScorerDecodeErrorZ ret_hu_conv = Result_ProbabilisticScorerDecodeErrorZ.constr_from_ptr(ret);
 218                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_a); };
 219                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_b); };
 220                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.AddLast(arg_c); };
 221                 return ret_hu_conv;
 222         }
 223
 224 }
 225 } } }