/**
- * [`Score`] implementation using channel success probability distributions.
+ * [`ScoreLookUp`] 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)`).
+ * 6762, 1070
+ * 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.
*
- * 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.
+ * 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
*
* behavior.
*
* [1]: https://arxiv.org/abs/2107.05322
+ * [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
+ * [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
+ * [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
+ * [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
+ * [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
*/
@SuppressWarnings("unchecked") // We correctly assign various generic arrays
public class ProbabilisticScorer extends CommonBase {
* Creates a new scorer using the given scoring parameters for sending payments from a node
* through a network graph.
*/
- public static ProbabilisticScorer of(ProbabilisticScoringParameters params, NetworkGraph network_graph) {
- long ret = bindings.ProbabilisticScorer_new(params == null ? 0 : params.ptr & ~1, network_graph == null ? 0 : network_graph.ptr & ~1);
- Reference.reachabilityFence(params);
+ public static ProbabilisticScorer of(org.ldk.structs.ProbabilisticScoringDecayParameters decay_params, org.ldk.structs.NetworkGraph network_graph, org.ldk.structs.Logger logger) {
+ long ret = bindings.ProbabilisticScorer_new(decay_params == null ? 0 : decay_params.ptr, network_graph == null ? 0 : network_graph.ptr, logger.ptr);
+ Reference.reachabilityFence(decay_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); }
+ 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(decay_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;
+ }
+
+ /**
+ * Dump the contents of this scorer into the configured logger.
+ *
+ * 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.
+ */
+ public void debug_log_liquidity_stats() {
+ bindings.ProbabilisticScorer_debug_log_liquidity_stats(this.ptr);
+ Reference.reachabilityFence(this);
+ }
+
+ /**
+ * Query the estimated minimum and maximum liquidity available for sending a payment over the
+ * channel with `scid` towards the given `target` node.
+ */
+ public Option_C2Tuple_u64u64ZZ estimated_channel_liquidity_range(long scid, org.ldk.structs.NodeId target) {
+ 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);
+ if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
+ if (this != null) { this.ptrs_to.add(target); };
+ return ret_hu_conv;
+ }
+
+ /**
+ * 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 32 buckets. The first set describes the lower-bound liquidity history,
+ * the second set describes the upper-bound liquidity history. Each bucket describes the
+ * relative frequency at which we've seen a liquidity bound in the bucket's range 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.
+ *
+ * Note that the range of each bucket varies by its location to provide more granular results
+ * at the edges of a channel's capacity, where it is more likely to sit.
+ *
+ * When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
+ * is calculated by dividing that bucket's value with the total value of all buckets.
+ *
+ * For example, using a lower bucket count for illustrative purposes, a value of
+ * `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
+ * close to the channel's capacity to be 100%, and have never (recently) seen it in any other
+ * bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
+ * in the top and bottom bucket, and roughly with similar (recent) frequency.
+ *
+ * Because the datapoints are decayed slowly over time, values will eventually return to
+ * `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
+ *
+ * In order to fetch a single success probability from the buckets provided here, as used in
+ * the scoring model, see [`Self::historical_estimated_payment_success_probability`].
+ */
+ public Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ historical_estimated_channel_liquidity_probabilities(long scid, org.ldk.structs.NodeId target) {
+ long ret = bindings.ProbabilisticScorer_historical_estimated_channel_liquidity_probabilities(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_ThirtyTwoU16sThirtyTwoU16sZZ ret_hu_conv = org.ldk.structs.Option_C2Tuple_ThirtyTwoU16sThirtyTwoU16sZZ.constr_from_ptr(ret);
+ if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
+ if (this != null) { this.ptrs_to.add(target); };
+ return ret_hu_conv;
+ }
+
+ /**
+ * Query the probability of payment success sending the given `amount_msat` over the channel
+ * with `scid` towards the given `target` node, based on the historical estimated liquidity
+ * bounds.
+ *
+ * These are the same bounds as returned by
+ * [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
+ * [`Self::estimated_channel_liquidity_range`]).
+ */
+ public Option_f64Z historical_estimated_payment_success_probability(long scid, org.ldk.structs.NodeId target, long amount_msat, org.ldk.structs.ProbabilisticScoringFeeParameters params) {
+ long ret = bindings.ProbabilisticScorer_historical_estimated_payment_success_probability(this.ptr, scid, target == null ? 0 : target.ptr, amount_msat, params == null ? 0 : params.ptr);
+ Reference.reachabilityFence(this);
+ Reference.reachabilityFence(scid);
+ Reference.reachabilityFence(target);
+ Reference.reachabilityFence(amount_msat);
+ Reference.reachabilityFence(params);
+ if (ret >= 0 && ret <= 4096) { return null; }
+ org.ldk.structs.Option_f64Z ret_hu_conv = org.ldk.structs.Option_f64Z.constr_from_ptr(ret);
+ if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
+ if (this != null) { this.ptrs_to.add(target); };
+ if (this != null) { this.ptrs_to.add(params); };
+ return ret_hu_conv;
+ }
+
+ /**
+ * Constructs a new ScoreLookUp which calls the relevant methods on this_arg.
+ * This copies the `inner` pointer in this_arg and thus the returned ScoreLookUp must be freed before this_arg is
+ */
+ public ScoreLookUp as_ScoreLookUp() {
+ long ret = bindings.ProbabilisticScorer_as_ScoreLookUp(this.ptr);
+ Reference.reachabilityFence(this);
+ if (ret >= 0 && ret <= 4096) { return null; }
+ ScoreLookUp ret_hu_conv = new ScoreLookUp(null, ret);
+ if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
+ return ret_hu_conv;
+ }
+
+ /**
+ * Constructs a new ScoreUpdate which calls the relevant methods on this_arg.
+ * This copies the `inner` pointer in this_arg and thus the returned ScoreUpdate must be freed before this_arg is
+ */
+ public ScoreUpdate as_ScoreUpdate() {
+ long ret = bindings.ProbabilisticScorer_as_ScoreUpdate(this.ptr);
+ Reference.reachabilityFence(this);
if (ret >= 0 && ret <= 4096) { return null; }
- ProbabilisticScorer ret_hu_conv = null; if (ret < 0 || ret > 4096) { ret_hu_conv = new ProbabilisticScorer(null, ret); }
- ret_hu_conv.ptrs_to.add(ret_hu_conv);
- ret_hu_conv.ptrs_to.add(network_graph);
+ ScoreUpdate ret_hu_conv = new ScoreUpdate(null, ret);
+ if (ret_hu_conv != null) { ret_hu_conv.ptrs_to.add(this); };
return ret_hu_conv;
}
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;
}
/**
* Read a ProbabilisticScorer from a byte array, created by ProbabilisticScorer_write
*/
- public static Result_ProbabilisticScorerDecodeErrorZ read(byte[] ser, ProbabilisticScoringParameters arg_a, NetworkGraph arg_b) {
- long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr & ~1, arg_b == null ? 0 : arg_b.ptr & ~1);
+ 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) {
+ long ret = bindings.ProbabilisticScorer_read(ser, arg_a == null ? 0 : arg_a.ptr, arg_b == null ? 0 : arg_b.ptr, 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);
+ 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;
}
projects / ldk-java / blobdiff