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Merge pull request #3420 from TheBlueMatt/2024-11-live-success-prob

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Add the ability to fetch a probability from live liquidity bounds
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Matt Corallo 2024-12-03 16:10:22 +00:00 committed by GitHub
commit e1e8ce00c8
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1 changed files with 72 additions and 16 deletions
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88
lightning/src/routing/scoring.rs
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@ -52,7 +52,7 @@
//! [`find_route`]: crate::routing::router::find_route
use crate::ln::msgs::DecodeError;
use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
use crate::routing::gossip::{DirectedChannelInfo, EffectiveCapacity, NetworkGraph, NodeId};
use crate::routing::router::{Path, CandidateRouteHop, PublicHopCandidate};
use crate::routing::log_approx;
use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
@ -956,24 +956,80 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> whe
/// with `scid` towards the given `target` node, based on the historical estimated liquidity
/// bounds.
///
/// Returns `None` if:
/// - the given channel is not in the network graph, the provided `target` is not a party to
/// the channel, or we don't have forwarding parameters for either direction in the channel.
/// - `allow_fallback_estimation` is *not* set and there is no (or insufficient) historical
/// data for the given channel.
///
/// These are the same bounds as returned by
/// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
/// [`Self::estimated_channel_liquidity_range`]).
pub fn historical_estimated_payment_success_probability(
&self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
-> Option<f64> {
&self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters,
allow_fallback_estimation: bool,
) -> Option<f64> {
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) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
if let Some(liq) = self.channel_liquidities.get(&scid) {
let capacity_msat = directed_info.effective_capacity().as_msat();
let dir_liq = liq.as_directed(source, target, capacity_msat);
return dir_liq.liquidity_history.calculate_success_probability_times_billion(
let res = dir_liq.liquidity_history.calculate_success_probability_times_billion(
&params, amount_msat, capacity_msat
).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
if res.is_some() {
return res;
}
}
if allow_fallback_estimation {
let amt = amount_msat;
return Some(
self.calc_live_prob(scid, source, target, directed_info, amt, params, true)
);
}
}
}
None
}
fn calc_live_prob(
&self, scid: u64, source: &NodeId, target: &NodeId, directed_info: DirectedChannelInfo,
amt: u64, params: &ProbabilisticScoringFeeParameters,
min_zero_penalty: bool,
) -> f64 {
let capacity_msat = directed_info.effective_capacity().as_msat();
let dummy_liq = ChannelLiquidity::new(Duration::ZERO);
let liq = self.channel_liquidities.get(&scid)
.unwrap_or(&dummy_liq)
.as_directed(&source, &target, capacity_msat);
let min_liq = liq.min_liquidity_msat();
let max_liq = liq.max_liquidity_msat();
if amt <= liq.min_liquidity_msat() {
return 1.0;
} else if amt > liq.max_liquidity_msat() {
return 0.0;
}
let (num, den) =
success_probability(amt, min_liq, max_liq, capacity_msat, &params, min_zero_penalty);
num as f64 / den as f64
}
/// Query the probability of payment success sending the given `amount_msat` over the channel
/// with `scid` towards the given `target` node, based on the live estimated liquidity bounds.
///
/// This will return `Some` for any channel which is present in the [`NetworkGraph`], including
/// if we have no bound information beside the channel's capacity.
pub fn live_estimated_payment_success_probability(
&self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters,
) -> Option<f64> {
let graph = self.network_graph.read_only();
if let Some(chan) = graph.channels().get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
return Some(self.calc_live_prob(scid, source, target, directed_info, amount_msat, params, false));
}
}
None
@ -3200,7 +3256,7 @@ mod tests {
}
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, &params, false),
None);
scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
@ -3221,9 +3277,9 @@ mod tests {
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, &params)
assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, &params, false)
.unwrap() > 0.35);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, &params, false),
Some(0.0));
// Even after we tell the scorer we definitely have enough available liquidity, it will
@ -3248,11 +3304,11 @@ mod tests {
// The exact success probability is a bit complicated and involves integer rounding, so we
// simply check bounds here.
let five_hundred_prob =
scorer.historical_estimated_payment_success_probability(42, &target, 500, &params).unwrap();
scorer.historical_estimated_payment_success_probability(42, &target, 500, &params, false).unwrap();
assert!(five_hundred_prob > 0.59);
assert!(five_hundred_prob < 0.60);
let one_prob =
scorer.historical_estimated_payment_success_probability(42, &target, 1, &params).unwrap();
scorer.historical_estimated_payment_success_probability(42, &target, 1, &params, false).unwrap();
assert!(one_prob < 0.85);
assert!(one_prob > 0.84);
@ -3274,7 +3330,7 @@ mod tests {
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([0; 32], [0; 32])));
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, &params), None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, &params, false), None);
let usage = ChannelUsage {
amount_msat: 100,
@ -3460,7 +3516,7 @@ mod tests {
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 1269);
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, &params, false),
None);
// Fail to pay once, and then check the buckets and penalty.
@ -3475,14 +3531,14 @@ mod tests {
Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
// The success probability estimate itself should be zero.
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params, false),
Some(0.0));
// Now test again with the amount in the bottom bucket.
amount_msat /= 2;
// The new amount is entirely within the only minimum bucket with score, so the probability
// we assign is 1/2.
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params, false),
Some(0.5));
// ...but once we see a failure, we consider the payment to be substantially less likely,
@ -3492,7 +3548,7 @@ mod tests {
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params),
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, &params, false),
Some(0.0));
}
}