_ 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  *
  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  * [1]: https://arxiv.org/abs/2107.05322
  38  * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
  39  * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
  40  * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
  41  * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
  42  * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
  43  */
  44 @SuppressWarnings("unchecked") // We correctly assign various generic arrays
  45 public class ProbabilisticScorer extends CommonBase {
  46         ProbabilisticScorer(Object _dummy, long ptr) { super(ptr); }
  47         @Override @SuppressWarnings("deprecation")
  48         protected void finalize() throws Throwable {
  49                 super.finalize();
  50                 if (ptr != 0) { bindings.ProbabilisticScorer_free(ptr); }
  51         }
  52
  53         /**
  54          * Creates a new scorer using the given scoring parameters for sending payments from a node
  55          * through a network graph.
  56          */
  57         public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringDecayParameters decay_params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
  58                 long ret = bindings.ProbabilisticScorer_new(decay_params == null ? 0 : decay_params.ptr, network_graph == null ? 0 : network_graph.ptr, logger.ptr);
  59                 Reference.reachabilityFence(decay_params);
  60                 Reference.reachabilityFence(network_graph);
  61                 Reference.reachabilityFence(logger);
  62                 if (ret >= 0 && ret <= 4096) { return null; }
  63                 org.ldk.structs.ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new org.ldk.structs.ProbabilisticScorer(null, ret); }
  64                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(ret_hu_conv); };
  65                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(decay_params); };
  66                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(network_graph); };
  67                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(logger); };
  68                 return ret_hu_conv;
  69         }
  70
  71         /**
  72          * Dump the contents of this scorer into the configured logger.
  73          *
  74          * Note that this writes roughly one line per channel for which we have a liquidity estimate,
  75          * which may be a substantial amount of log output.
  76          */
  77         public void debug_log_liquidity_stats() {
  78                 bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
  79                 Reference.reachabilityFence(this);
  80         }
  81
  82         /**
  83          * Query the estimated minimum and maximum liquidity available for sending a payment over the
  84          * channel with `scid` towards the given `target` node.
  85          */
  86         public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
  87                 long ret = bindings.ProbabilisticScorer_estimated_channel_liquidity_range(this.ptr, scid, target == null ? 0 : target.ptr);
  88                 Reference.reachabilityFence(this);
  89                 Reference.reachabilityFence(scid);
  90                 Reference.reachabilityFence(target);
  91                 if (ret >= 0 && ret <= 4096) { return null; }
  92                 org.ldk.structs.Option_C2Tuple_u64u64ZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_u64u64ZZ.constr_from_ptr(ret);
  93                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
  94                 if (this != null) { this.ptrs_to.add(target); };
  95                 return ret_hu_conv;
  96         }
  97
  98         /**
  99          * Query the historical estimated minimum and maximum liquidity available for sending a
 100          * payment over the channel with `scid` towards the given `target` node.
 101          *
 102          * Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
 103          * the second set describes the upper-bound liquidity history. Each bucket describes the
 104          * relative frequency at which we've seen a liquidity bound in the bucket's range relative to
 105          * the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
 106          * more recent data points are weighted more heavily than older datapoints.
 107          *
 108          * Note that the range of each bucket varies by its location to provide more granular results
 109          * at the edges of a channel's capacity, where it is more likely to sit.
 110          *
 111          * When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
 112          * is calculated by dividing that bucket's value with the total value of all buckets.
 113          *
 114          * For example, using a lower bucket count for illustrative purposes, a value of
 115          * `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
 116          * close to the channel's capacity to be 100%, and have never (recently) seen it in any other
 117          * bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
 118          * in the top and bottom bucket, and roughly with similar (recent) frequency.
 119          *
 120          * Because the datapoints are decayed slowly over time, values will eventually return to
 121          * `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
 122          *
 123          * In order to fetch a single success probability from the buckets provided here, as used in
 124          * the scoring model, see [`Self::historical_estimated_payment_success_probability`].
 125          */
 126         public Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ historical_estimated_channel_liquidity_probabilities(long scid, org.ldk.structs.NodeId target) {
 127                 long ret = bindings.ProbabilisticScorer_historical_estimated_channel_liquidity_probabilities(this.ptr, scid, target == null ? 0 : target.ptr);
 128                 Reference.reachabilityFence(this);
 129                 Reference.reachabilityFence(scid);
 130                 Reference.reachabilityFence(target);
 131                 if (ret >= 0 && ret <= 4096) { return null; }
 132                 org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ.constr_from_ptr(ret);
 133                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 134                 if (this != null) { this.ptrs_to.add(target); };
 135                 return ret_hu_conv;
 136         }
 137
 138         /**
 139          * Query the probability of payment success sending the given `amount_msat` over the channel
 140          * with `scid` towards the given `target` node, based on the historical estimated liquidity
 141          * bounds.
 142          *
 143          * These are the same bounds as returned by
 144          * [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
 145          * [`Self::estimated_channel_liquidity_range`]).
 146          */
 147         public Option_f64Z historical_estimated_payment_success_probability(long scid, org.ldk.structs.NodeId target, long amount_msat, org.ldk.structs.ProbabilisticScoringFeeParameters params) {
 148                 long ret = bindings.ProbabilisticScorer_historical_estimated_payment_success_probability(this.ptr, scid, target == null ? 0 : target.ptr, amount_msat, params == null ? 0 : params.ptr);
 149                 Reference.reachabilityFence(this);
 150                 Reference.reachabilityFence(scid);
 151                 Reference.reachabilityFence(target);
 152                 Reference.reachabilityFence(amount_msat);
 153                 Reference.reachabilityFence(params);
 154                 if (ret >= 0 && ret <= 4096) { return null; }
 155                 org.ldk.structs.Option_f64Z ret_hu_conv = org.ldk.structs.Option_f64Z.constr_from_ptr(ret);
 156                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 157                 if (this != null) { this.ptrs_to.add(target); };
 158                 if (this != null) { this.ptrs_to.add(params); };
 159                 return ret_hu_conv;
 160         }
 161
 162         /**
 163          * Constructs a new ScoreLookUp which calls the relevant methods on this_arg.
 164          * This copies the `inner` pointer in this_arg and thus the returned ScoreLookUp must be freed before this_arg is
 165          */
 166         public ScoreLookUp as_ScoreLookUp() {
 167                 long ret = bindings.ProbabilisticScorer_as_ScoreLookUp(this.ptr);
 168                 Reference.reachabilityFence(this);
 169                 if (ret >= 0 && ret <= 4096) { return null; }
 170                 ScoreLookUp ret_hu_conv = new ScoreLookUp(null, ret);
 171                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 172                 return ret_hu_conv;
 173         }
 174
 175         /**
 176          * Constructs a new ScoreUpdate which calls the relevant methods on this_arg.
 177          * This copies the `inner` pointer in this_arg and thus the returned ScoreUpdate must be freed before this_arg is
 178          */
 179         public ScoreUpdate as_ScoreUpdate() {
 180                 long ret = bindings.ProbabilisticScorer_as_ScoreUpdate(this.ptr);
 181                 Reference.reachabilityFence(this);
 182                 if (ret >= 0 && ret <= 4096) { return null; }
 183                 ScoreUpdate ret_hu_conv = new ScoreUpdate(null, ret);
 184                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 185                 return ret_hu_conv;
 186         }
 187
 188         /**
 189          * Constructs a new Score which calls the relevant methods on this_arg.
 190          * This copies the `inner` pointer in this_arg and thus the returned Score must be freed before this_arg is
 191          */
 192         public Score as_Score() {
 193                 long ret = bindings.ProbabilisticScorer_as_Score(this.ptr);
 194                 Reference.reachabilityFence(this);
 195                 if (ret >= 0 && ret <= 4096) { return null; }
 196                 Score ret_hu_conv = new Score(null, ret);
 197                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
 198                 return ret_hu_conv;
 199         }
 200
 201         /**
 202          * Serialize the ProbabilisticScorer object into a byte array which can be read by ProbabilisticScorer_read
 203          */
 204         public byte[] write() {
 205                 byte[] ret = bindings.ProbabilisticScorer_write(this.ptr);
 206                 Reference.reachabilityFence(this);
 207                 return ret;
 208         }
 209
 210         /**
 211          * Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
 212          */
 213         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) {
 214                 long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, arg_c.ptr);
 215                 Reference.reachabilityFence(ser);
 216                 Reference.reachabilityFence(arg_a);
 217                 Reference.reachabilityFence(arg_b);
 218                 Reference.reachabilityFence(arg_c);
 219                 if (ret >= 0 && ret <= 4096) { return null; }
 220                 Result_ProbabilisticScorerDecodeErrorZ ret_hu_conv = Result_ProbabilisticScorerDecodeErrorZ.constr_from_ptr(ret);
 221                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_a); };
 222                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_b); };
 223                 if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(arg_c); };
 224                 return ret_hu_conv;
 225         }
 226
 227 }