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

   1 package org.ldk.structs;
   2
   3 import org.ldk.impl.bindings;
   4 import org.ldk.enums.*;
   5 import org.ldk.util.*;
   6 import java.util.Arrays;
   7 import java.lang.ref.Reference;
   8 import javax.annotation.Nullable;
   9
  10
  11 /**
  12  * [`ScoreLookUp`] implementation using channel success probability distributions.
  13  *
  14  * Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
  15  * we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
  16  * When a payment is forwarded through a channel (but fails later in the route), we learn the
  17  * lower-bound on the channel's available liquidity must be at least the value of the HTLC.
  18  *
  19  * These bounds are then used to determine a success probability using the formula from
  20  * Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
  21  * and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
  22  * 6762, 1070
  23  * This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
  24  * [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
  25  * milli-satoshis. The penalties, when added across all hops, have the property of being linear in
  26  * terms of the entire path's success probability. This allows the router to directly compare
  27  * penalties for different paths. See the documentation of those parameters for the exact formulas.
  28  *
  29  * The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
  30  *
  31  * Further, we track the history of our upper and lower liquidity bounds for each channel,
  32  * allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
  33  * and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
  34  * formula, but using the history of a channel rather than our latest estimates for the liquidity
  35  * bounds.
  36  *
  37  * # Note
  38  *
  39  * Mixing the `no-std` feature between serialization and deserialization results in undefined
  40  * behavior.
  41  *
  42  * [1]: https://arxiv.org/abs/2107.05322
  43  * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
  44  * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
  45  * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
  46  * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
  47  * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
  48  */
  49 @SuppressWarnings("unchecked") // We correctly assign various generic arrays
  50 public class ProbabilisticScorer extends CommonBase {
  51         ProbabilisticScorer(Object _dummy, long ptr) { super(ptr); }
  52         @Override @SuppressWarnings("deprecation")
  53         protected void finalize() throws Throwable {
  54                 super.finalize();
  55                 if (ptr != 0) { bindings.ProbabilisticScorer_free(ptr); }
  56         }
  57
  58         /**
  59          * Creates a new scorer using the given scoring parameters for sending payments from a node
  60          * through a network graph.
  61          */
  62         public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringDecayParameters decay_params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
  63                 long ret = bindings.ProbabilisticScorer_new(decay_params == null ? 0 : decay_params.ptr, network_graph == null ? 0 : network_graph.ptr, logger.ptr);
  64                 Reference.reachabilityFence(decay_params);
  65                 Reference.reachabilityFence(network_graph);
  66                 Reference.reachabilityFence(logger);
  67                 if (ret >= 0 && ret <= 4096) { return null; }
  68                 org.ldk.structs.ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new org.ldk.structs.ProbabilisticScorer(null, ret); }
  69                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(ret_hu_conv); };
  70                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(decay_params); };
  71                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(network_graph); };
  72                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(logger); };
  73                 return ret_hu_conv;
  74         }
  75
  76         /**
  77          * Dump the contents of this scorer into the configured logger.
  78          *
  79          * Note that this writes roughly one line per channel for which we have a liquidity estimate,
  80          * which may be a substantial amount of log output.
  81          */
  82         public void debug_log_liquidity_stats() {
  83                 bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
  84                 Reference.reachabilityFence(this);
  85         }
  86
  87         /**
  88          * Query the estimated minimum and maximum liquidity available for sending a payment over the
  89          * channel with `scid` towards the given `target` node.
  90          */
  91         public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
  92                 long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
  93                 Reference.reachabilityFence(this);
  94                 Reference.reachabilityFence(scid);
  95                 Reference.reachabilityFence(target);
  96                 if (ret >= 0 && ret <= 4096) { return null; }
  97                 org.ldk.structs.Option_C2Tuple_u64u64ZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_u64u64ZZ.constr_from_ptr(ret);
  98                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
  99                 if (this != null) { this.ptrs_to.add(target); };
 100                 return ret_hu_conv;
 101         }
 102
 103         /**
 104          * Query the historical estimated minimum and maximum liquidity available for sending a
 105          * payment over the channel with `scid` towards the given `target` node.
 106          *
 107          * Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
 108          * the second set describes the upper-bound liquidity history. Each bucket describes the
 109          * relative frequency at which we've seen a liquidity bound in the bucket's range relative to
 110          * the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
 111          * more recent data points are weighted more heavily than older datapoints.
 112          *
 113          * Note that the range of each bucket varies by its location to provide more granular results
 114          * at the edges of a channel's capacity, where it is more likely to sit.
 115          *
 116          * When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
 117          * is calculated by dividing that bucket's value with the total value of all buckets.
 118          *
 119          * For example, using a lower bucket count for illustrative purposes, a value of
 120          * `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
 121          * close to the channel's capacity to be 100%, and have never (recently) seen it in any other
 122          * bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
 123          * in the top and bottom bucket, and roughly with similar (recent) frequency.
 124          *
 125          * Because the datapoints are decayed slowly over time, values will eventually return to
 126          * `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
 127          *
 128          * In order to fetch a single success probability from the buckets provided here, as used in
 129          * the scoring model, see [`Self::historical_estimated_payment_success_probability`].
 130          */
 131         public Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ historical_estimated_channel_liquidity_probabilities(long scid, org.ldk.structs.NodeId target) {
 132                 long ret = bindings.ProbabilisticScorer_historical_estimated_channel_liquidity_probabilities(this.ptr, scid, target == null ? 0 : target.ptr);
 133                 Reference.reachabilityFence(this);
 134                 Reference.reachabilityFence(scid);
 135                 Reference.reachabilityFence(target);
 136                 if (ret >= 0 && ret <= 4096) { return null; }
 137                 org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ.constr_from_ptr(ret);
 138                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 139                 if (this != null) { this.ptrs_to.add(target); };
 140                 return ret_hu_conv;
 141         }
 142
 143         /**
 144          * Query the probability of payment success sending the given `amount_msat` over the channel
 145          * with `scid` towards the given `target` node, based on the historical estimated liquidity
 146          * bounds.
 147          *
 148          * These are the same bounds as returned by
 149          * [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
 150          * [`Self::estimated_channel_liquidity_range`]).
 151          */
 152         public Option_f64Z historical_estimated_payment_success_probability(long scid, org.ldk.structs.NodeId target, long amount_msat, org.ldk.structs.ProbabilisticScoringFeeParameters params) {
 153                 long ret = bindings.ProbabilisticScorer_historical_estimated_payment_success_probability(this.ptr, scid, target == null ? 0 : target.ptr, amount_msat, params == null ? 0 : params.ptr);
 154                 Reference.reachabilityFence(this);
 155                 Reference.reachabilityFence(scid);
 156                 Reference.reachabilityFence(target);
 157                 Reference.reachabilityFence(amount_msat);
 158                 Reference.reachabilityFence(params);
 159                 if (ret >= 0 && ret <= 4096) { return null; }
 160                 org.ldk.structs.Option_f64Z ret_hu_conv = org.ldk.structs.Option_f64Z.constr_from_ptr(ret);
 161                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 162                 if (this != null) { this.ptrs_to.add(target); };
 163                 if (this != null) { this.ptrs_to.add(params); };
 164                 return ret_hu_conv;
 165         }
 166
 167         /**
 168          * Constructs a new ScoreLookUp which calls the relevant methods on this_arg.
 169          * This copies the `inner` pointer in this_arg and thus the returned ScoreLookUp must be freed before this_arg is
 170          */
 171         public ScoreLookUp as_ScoreLookUp() {
 172                 long ret = bindings.ProbabilisticScorer_as_ScoreLookUp(this.ptr);
 173                 Reference.reachabilityFence(this);
 174                 if (ret >= 0 && ret <= 4096) { return null; }
 175                 ScoreLookUp ret_hu_conv = new ScoreLookUp(null, ret);
 176                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 177                 return ret_hu_conv;
 178         }
 179
 180         /**
 181          * Constructs a new ScoreUpdate which calls the relevant methods on this_arg.
 182          * This copies the `inner` pointer in this_arg and thus the returned ScoreUpdate must be freed before this_arg is
 183          */
 184         public ScoreUpdate as_ScoreUpdate() {
 185                 long ret = bindings.ProbabilisticScorer_as_ScoreUpdate(this.ptr);
 186                 Reference.reachabilityFence(this);
 187                 if (ret >= 0 && ret <= 4096) { return null; }
 188                 ScoreUpdate ret_hu_conv = new ScoreUpdate(null, ret);
 189                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 190                 return ret_hu_conv;
 191         }
 192
 193         /**
 194          * Constructs a new Score which calls the relevant methods on this_arg.
 195          * This copies the `inner` pointer in this_arg and thus the returned Score must be freed before this_arg is
 196          */
 197         public Score as_Score() {
 198                 long ret = bindings.ProbabilisticScorer_as_Score(this.ptr);
 199                 Reference.reachabilityFence(this);
 200                 if (ret >= 0 && ret <= 4096) { return null; }
 201                 Score ret_hu_conv = new Score(null, ret);
 202                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 203                 return ret_hu_conv;
 204         }
 205
 206         /**
 207          * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
 208          */
 209         public byte[] write() {
 210                 byte[] ret = bindings.ProbabilisticScorer_write(this.ptr);
 211                 Reference.reachabilityFence(this);
 212                 return ret;
 213         }
 214
 215         /**
 216          * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
 217          */
 218         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) {
 219                 long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, arg_c.ptr);
 220                 Reference.reachabilityFence(ser);
 221                 Reference.reachabilityFence(arg_a);
 222                 Reference.reachabilityFence(arg_b);
 223                 Reference.reachabilityFence(arg_c);
 224                 if (ret >= 0 && ret <= 4096) { return null; }
 225                 Result_ProbabilisticScorerDecodeErrorZ ret_hu_conv = Result_ProbabilisticScorerDecodeErrorZ.constr_from_ptr(ret);
 226                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_a); };
 227                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_b); };
 228                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_c); };
 229                 return ret_hu_conv;
 230         }
 231
 232 }